-26.6%
OWL vs ED
+27.1%
-53.7%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +3.0% | +0.1% | +4.0% |
| 7D | +10.1% | +5.4% | +4.7% | +12.0% |
| 30D | +18.7% | +16.4% | +2.4% | +26.6% |
| 3M | -6.2% | +11.9% | -18.1% | -2.1% |
| 6M | +9.8% | +11.6% | -1.8% | +14.1% |
| YTD | -24.2% | +24.1% | -48.3% | -15.4% |
| 1Y | -26.6% | +26.9% | -53.5% | -17.0% |
| All | -26.6% | +27.1% | -53.7% | -17.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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