+28.5%
OWL vs ECL
+47.0%
-18.4%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +2.0% | +3.6% | +4.4% |
| 7D | -2.4% | -0.5% | -1.8% | -1.9% |
| 30D | +9.3% | +8.8% | +0.4% | +4.5% |
| 3M | -11.0% | +7.8% | -18.8% | -14.5% |
| 6M | +2.4% | +21.3% | -18.9% | -8.4% |
| YTD | -26.2% | +17.8% | -43.9% | -33.3% |
| 1Y | -27.4% | +21.1% | -48.5% | -35.7% |
| 3Y | -8.7% | +80.1% | -88.8% | -38.1% |
| 5Y | -19.3% | +40.5% | -59.8% | -45.6% |
| All | +28.5% | +47.0% | -18.4% | -14.4% |
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