+45.7%
OWL vs ECL
+33.4%
+12.2%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.9% | -0.8% |
| 7D | -2.2% | -2.6% | +0.4% | -0.8% |
| 30D | +3.7% | -2.2% | +5.9% | +4.9% |
| 3M | +17.5% | +10.1% | +7.4% | +10.9% |
| 6M | +18.5% | -5.7% | +24.3% | +21.8% |
| YTD | -16.3% | +7.0% | -23.3% | -20.4% |
| 1Y | -29.7% | +2.7% | -32.4% | -31.7% |
| 3Y | +14.2% | +57.7% | -43.6% | -16.5% |
| 5Y | +2.5% | +31.1% | -28.7% | -27.5% |
| All | +45.7% | +33.4% | +12.2% | +2.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling