-11.5%
OWL vs EAT
+310.8%
-322.3%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.2% | 0.0% | -2.2% |
| 7D | -6.4% | -6.8% | +0.4% | -4.3% |
| 30D | -5.0% | -5.4% | +0.4% | -4.0% |
| 3M | +15.4% | +42.8% | -27.3% | +2.1% |
| 6M | +15.5% | +56.5% | -41.0% | -2.3% |
| YTD | -22.7% | +50.0% | -72.7% | -33.9% |
| 1Y | -34.1% | +38.3% | -72.3% | -42.6% |
| 3Y | +5.1% | +591.6% | -586.6% | -50.0% |
| 5Y | -11.5% | +312.6% | -324.1% | -57.5% |
| All | -11.5% | +310.8% | -322.3% | -57.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling