-20.0%
OWL vs ED
+81.8%
-101.7%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.8% | -2.3% | -1.6% |
| 7D | -1.2% | +2.1% | -3.3% | -1.2% |
| 30D | +7.6% | +12.4% | -4.8% | +7.3% |
| 3M | -10.7% | +13.1% | -23.8% | -10.9% |
| 6M | +0.9% | +14.1% | -13.2% | +0.4% |
| YTD | -27.3% | +23.1% | -50.4% | -28.2% |
| 1Y | -27.2% | +25.4% | -52.6% | -28.3% |
| 3Y | -11.4% | +47.9% | -59.3% | -19.4% |
| 5Y | -20.0% | +81.9% | -101.8% | -34.0% |
| All | -20.0% | +81.8% | -101.7% | -34.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling