+8.6%
OWL vs ECL
+58.2%
-49.7%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.4% | -4.1% | -4.3% |
| 7D | -3.9% | -0.8% | -3.2% | -3.6% |
| 30D | -3.7% | -2.5% | -1.2% | -2.7% |
| 3M | +21.4% | +8.3% | +13.1% | +17.4% |
| 6M | +18.3% | -1.1% | +19.4% | +18.6% |
| YTD | -20.1% | +6.5% | -26.6% | -22.7% |
| 1Y | -32.8% | +2.1% | -34.9% | -33.8% |
| 3Y | +8.6% | +57.6% | -49.0% | -6.6% |
| All | +8.6% | +58.2% | -49.7% | -6.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling