+29.2%
OWL vs ECL
+47.5%
-18.3%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.8% | -0.5% |
| 7D | -2.1% | -2.3% | +0.1% | -0.7% |
| 30D | +11.6% | +8.3% | +3.3% | +7.0% |
| 3M | -13.8% | +8.4% | -22.2% | -17.5% |
| 6M | +7.8% | +23.3% | -15.4% | -4.5% |
| YTD | -25.8% | +18.2% | -44.0% | -33.1% |
| 1Y | -26.5% | +18.8% | -45.2% | -34.1% |
| 3Y | -9.6% | +78.5% | -88.1% | -38.3% |
| 5Y | -20.8% | +40.1% | -60.9% | -46.7% |
| All | +29.2% | +47.5% | -18.3% | -14.2% |
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