-10.7%
OWL vs EL
+3.5%
-14.2%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | +0.1% |
| 7D | -2.1% | +0.3% | -2.4% | -2.2% |
| 30D | +11.6% | +12.3% | -0.7% | +8.2% |
| 3M | -13.8% | +28.4% | -42.2% | -19.5% |
| 6M | +7.8% | +36.7% | -28.9% | -1.4% |
| YTD | -25.8% | +8.4% | -34.2% | -28.8% |
| 1Y | -26.5% | +25.4% | -51.9% | -32.2% |
| All | -10.7% | +3.5% | -14.2% | -24.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling