+23.6%
OWL vs ECL
+48.2%
-24.6%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.6% | -1.6% | -0.9% |
| 7D | +1.5% | +2.9% | -1.3% | 0.0% |
| 30D | +13.4% | +7.5% | +5.9% | +9.2% |
| 3M | -21.2% | +12.2% | -33.5% | -26.0% |
| 6M | +4.0% | +24.6% | -20.5% | -8.4% |
| YTD | -29.0% | +18.8% | -47.8% | -36.2% |
| 1Y | -28.4% | +19.3% | -47.8% | -36.0% |
| 3Y | -14.5% | +78.2% | -92.7% | -41.6% |
| 5Y | -21.5% | +38.8% | -60.3% | -47.2% |
| All | +23.6% | +48.2% | -24.6% | -18.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling