+23.6%
OWL vs EAT
+271.6%
-248.0%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | -0.1% |
| 7D | +1.5% | -4.0% | +5.5% | +2.6% |
| 30D | +13.4% | -2.9% | +16.3% | +14.1% |
| 3M | -21.2% | -16.9% | -4.4% | -17.7% |
| 6M | +4.0% | +57.0% | -52.9% | -10.0% |
| YTD | -29.0% | +38.2% | -67.2% | -37.1% |
| 1Y | -28.4% | +69.3% | -97.7% | -40.7% |
| 3Y | -14.5% | +483.0% | -497.5% | -51.9% |
| 5Y | -21.5% | +364.1% | -385.6% | -56.6% |
| All | +23.6% | +271.6% | -248.0% | -29.9% |
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