+0.5%
OWL vs EFV
+88.2%
-87.7%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.3% | -3.7% | -3.6% |
| 7D | -11.9% | -2.0% | -9.9% | -9.9% |
| 30D | -13.7% | -0.2% | -13.5% | -13.4% |
| 3M | +12.3% | +9.1% | +3.1% | +2.6% |
| 6M | +15.0% | +11.7% | +3.3% | +2.5% |
| YTD | -25.7% | +17.0% | -42.8% | -37.4% |
| 1Y | -39.5% | +26.7% | -66.2% | -53.4% |
| All | +0.5% | +88.2% | -87.7% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling