+30.9%
OWL vs EAT
+298.1%
-267.2%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.0% | +2.3% | +1.5% |
| 7D | -10.1% | -7.7% | -2.4% | -8.1% |
| 30D | -11.9% | -13.6% | +1.7% | -8.6% |
| 3M | +10.7% | +33.9% | -23.1% | +1.1% |
| 6M | +22.1% | +47.2% | -25.1% | +7.2% |
| YTD | -24.8% | +48.1% | -72.9% | -34.3% |
| 1Y | -39.2% | +33.7% | -72.9% | -45.8% |
| 3Y | +1.7% | +595.8% | -594.0% | -45.5% |
| 5Y | -15.5% | +314.4% | -329.9% | -53.5% |
| All | +30.9% | +298.1% | -267.2% | -26.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded EAT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling