-26.6%
OWL vs ECL
+23.8%
-50.3%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +3.4% | -0.3% | +1.9% |
| 7D | +10.1% | +7.7% | +2.4% | +7.5% |
| 30D | +18.7% | +13.7% | +5.0% | +14.3% |
| 3M | -6.2% | +11.6% | -17.7% | -9.3% |
| 6M | +9.8% | +23.9% | -14.1% | +3.9% |
| YTD | -24.2% | +21.0% | -45.1% | -28.5% |
| 1Y | -26.6% | +23.1% | -49.7% | -30.8% |
| All | -26.6% | +23.8% | -50.3% | -30.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 1y: compounded portfolio wealth divided by compounded ECL 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…
1y analysis · Full analysis span regression · 6 months rolling