+29.3%
OWL vs EL
-57.8%
+87.1%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.3% | -1.6% | -3.2% |
| 7D | -11.9% | -4.4% | -7.6% | -10.6% |
| 30D | -13.7% | +10.3% | -24.0% | -16.8% |
| 3M | +12.3% | +13.4% | -1.1% | +7.2% |
| 6M | +15.0% | +3.1% | +11.9% | +12.3% |
| YTD | -25.7% | -6.9% | -18.8% | -25.8% |
| 1Y | -39.5% | +11.9% | -51.4% | -43.6% |
| 3Y | +0.9% | -33.8% | +34.7% | +5.7% |
| 5Y | -16.5% | -69.0% | +52.4% | +22.1% |
| All | +29.3% | -57.8% | +87.1% | +71.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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