+39.1%
OWL vs EFX
-4.3%
+43.3%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -3.1% | -1.4% | -3.1% |
| 7D | -3.9% | -7.8% | +3.9% | -0.3% |
| 30D | -3.7% | -5.7% | +2.1% | -1.1% |
| 3M | +21.4% | +2.5% | +18.9% | +18.4% |
| 6M | +18.3% | -16.7% | +35.0% | +27.1% |
| YTD | -20.1% | -20.2% | +0.1% | -12.9% |
| 1Y | -32.8% | -31.4% | -1.4% | -21.5% |
| 3Y | +8.6% | -10.5% | +19.1% | +5.1% |
| 5Y | -4.5% | -35.2% | +30.8% | -3.2% |
| All | +39.1% | -4.3% | +43.3% | +40.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling