-21.6%
OWL vs EFX
-30.1%
+8.6%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | -0.4% |
| 7D | +1.5% | -0.8% | +2.3% | +1.9% |
| 30D | +13.4% | +25.1% | -11.7% | +0.9% |
| 3M | -21.2% | +1.7% | -22.9% | -22.4% |
| 6M | +4.0% | +18.4% | -14.3% | -6.7% |
| YTD | -29.0% | -12.5% | -16.5% | -25.7% |
| 1Y | -28.4% | -8.1% | -20.3% | -27.3% |
| 3Y | -14.5% | +4.8% | -19.3% | -27.1% |
| All | -21.6% | -30.1% | +8.6% | -21.7% |
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