+39.1%
OWL vs EFV
+122.4%
-83.3%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.7% | -3.8% | -3.7% |
| 7D | -3.9% | +1.0% | -4.9% | -5.0% |
| 30D | -3.7% | +0.2% | -3.8% | -3.8% |
| 3M | +21.4% | +9.6% | +11.8% | +9.2% |
| 6M | +18.3% | +14.0% | +4.3% | +1.2% |
| YTD | -20.1% | +18.5% | -38.6% | -34.9% |
| 1Y | -32.8% | +27.9% | -60.7% | -50.2% |
| 3Y | +8.6% | +92.4% | -83.9% | -51.6% |
| 5Y | -4.5% | +97.2% | -101.6% | -60.1% |
| All | +39.1% | +122.4% | -83.3% | -44.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling