-14.5%
OWL vs EAT
+476.7%
-491.2%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | -0.1% |
| 7D | +1.5% | -4.0% | +5.5% | +2.5% |
| 30D | +13.4% | -2.9% | +16.3% | +14.0% |
| 3M | -21.2% | -16.9% | -4.4% | -18.0% |
| 6M | +4.0% | +57.0% | -52.9% | -9.4% |
| YTD | -29.0% | +38.2% | -67.2% | -36.7% |
| 1Y | -28.4% | +69.3% | -97.7% | -40.3% |
| 3Y | -14.5% | +483.0% | -497.5% | -41.6% |
| All | -14.5% | +476.7% | -491.2% | -41.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling