+24.9%
OWL vs EFX
-13.0%
+38.0%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -6.4% | +5.6% | +1.1% |
| 7D | -2.2% | -8.6% | +6.4% | +0.3% |
| 30D | +3.7% | +0.1% | +3.6% | +3.6% |
| 3M | +17.5% | +3.8% | +13.7% | +15.8% |
| All | +24.9% | -13.0% | +38.0% | +34.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling