-16.9%
OWL vs EFX
-36.2%
+19.3%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.6% | +0.7% | +1.0% |
| 7D | -10.1% | -4.5% | -5.6% | -8.0% |
| 30D | -11.9% | -6.1% | -5.8% | -9.2% |
| 3M | +10.7% | +6.2% | +4.5% | +5.8% |
| 6M | +22.1% | -11.2% | +33.3% | +27.4% |
| YTD | -24.8% | -21.4% | -3.4% | -16.7% |
| 1Y | -39.2% | -34.3% | -4.9% | -26.1% |
| 3Y | +1.7% | -12.5% | +14.3% | -2.6% |
| All | -16.9% | -36.2% | +19.3% | -12.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 EFX 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