+45.7%
OWL vs EIX
+18.0%
+27.6%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.6% | -1.0% |
| 7D | -2.2% | -19.1% | +16.9% | +1.8% |
| 30D | +3.7% | -16.9% | +20.6% | +6.9% |
| 3M | +17.5% | -20.0% | +37.5% | +22.0% |
| 6M | +18.5% | -21.3% | +39.9% | +23.3% |
| YTD | -16.3% | -1.7% | -14.6% | -20.0% |
| 1Y | -29.7% | +9.6% | -39.3% | -35.5% |
| 3Y | +14.2% | -3.7% | +17.8% | +5.6% |
| 5Y | +2.5% | +22.6% | -20.1% | -10.4% |
| All | +45.7% | +18.0% | +27.6% | +30.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling