+34.6%
OWL vs ED
+78.9%
-44.3%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.7% | -2.5% | -3.2% |
| 7D | -6.4% | -0.2% | -6.2% | -6.4% |
| 30D | -5.0% | +1.9% | -6.9% | -5.0% |
| 3M | +15.4% | +1.9% | +13.6% | +15.3% |
| 6M | +15.5% | -2.3% | +17.7% | +15.4% |
| YTD | -22.7% | +10.9% | -33.6% | -23.1% |
| 1Y | -34.1% | +14.5% | -48.6% | -34.6% |
| 3Y | +5.1% | +33.4% | -28.3% | -1.2% |
| 5Y | -11.5% | +67.3% | -78.7% | -15.3% |
| All | +34.6% | +78.9% | -44.3% | +33.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling