+29.3%
OWL vs EIX
+18.0%
+11.3%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.2% | -2.8% | -3.7% |
| 7D | -11.9% | +0.8% | -12.7% | -12.1% |
| 30D | -13.7% | -18.8% | +5.1% | -10.5% |
| 3M | +12.3% | -19.7% | +31.9% | +16.3% |
| 6M | +15.0% | -18.2% | +33.3% | +18.0% |
| YTD | -25.7% | -1.7% | -24.0% | -29.0% |
| 1Y | -39.5% | +7.8% | -47.2% | -44.2% |
| 3Y | +0.9% | -5.6% | +6.5% | -5.9% |
| 5Y | -16.5% | +23.7% | -40.2% | -27.0% |
| All | +29.3% | +18.0% | +11.3% | +15.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EIX.
Daily Out/Under-Performance
Portfolio return minus EIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EIX 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 10y: compounded portfolio wealth divided by compounded EIX 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…
10y analysis · Full analysis span regression · 6 months rolling