+0.5%
OWL vs EAT
+585.9%
-585.4%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.3% | -3.7% | -3.9% |
| 7D | -11.9% | -6.2% | -5.7% | -10.5% |
| 30D | -13.7% | -3.0% | -10.7% | -13.5% |
| 3M | +12.3% | +45.6% | -33.4% | +1.0% |
| 6M | +15.0% | +53.5% | -38.5% | +0.9% |
| YTD | -25.7% | +49.6% | -75.3% | -34.6% |
| 1Y | -39.5% | +38.9% | -78.4% | -45.8% |
| All | +0.5% | +585.9% | -585.4% | -30.9% |
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 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