+30.9%
OWL vs EFV
+122.2%
-91.2%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.1% | +0.2% | -0.1% |
| 7D | -10.1% | -0.8% | -9.3% | -9.2% |
| 30D | -11.9% | +0.6% | -12.6% | -12.5% |
| 3M | +10.7% | +7.5% | +3.2% | +2.0% |
| 6M | +22.1% | +13.0% | +9.1% | +5.7% |
| YTD | -24.8% | +18.3% | -43.1% | -38.6% |
| 1Y | -39.2% | +26.7% | -65.9% | -54.4% |
| 3Y | +1.7% | +89.6% | -87.8% | -53.7% |
| 5Y | -15.5% | +98.2% | -113.7% | -64.8% |
| All | +30.9% | +122.2% | -91.2% | -48.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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