-34.1%
OWL vs ECL
+0.5%
-34.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.1% | -1.1% | -2.6% |
| 7D | -6.4% | -2.7% | -3.6% | -5.6% |
| 30D | -5.0% | -4.3% | -0.7% | -3.8% |
| 3M | +15.4% | +3.2% | +12.2% | +14.4% |
| 6M | +15.5% | -2.9% | +18.4% | +17.0% |
| YTD | -22.7% | +4.3% | -26.9% | -24.5% |
| 1Y | -34.1% | +1.6% | -35.7% | -34.8% |
| All | -34.1% | +0.5% | -34.5% | -34.8% |
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