-39.5%
OWL vs EL
+11.6%
-51.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.3% | -1.6% | -3.3% |
| 7D | -11.9% | -4.4% | -7.6% | -10.7% |
| 30D | -13.7% | +10.3% | -24.0% | -16.1% |
| 3M | +12.3% | +13.4% | -1.1% | +8.2% |
| 6M | +15.0% | +3.1% | +11.9% | +13.1% |
| YTD | -25.7% | -6.9% | -18.8% | -26.7% |
| 1Y | -39.5% | +11.9% | -51.4% | -45.5% |
| All | -39.5% | +11.6% | -51.1% | -45.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling