+4.6%
OWL vs EL
-32.9%
+37.5%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.9% | -0.3% | -2.5% |
| 7D | -6.4% | -2.4% | -4.0% | -5.8% |
| 30D | -5.0% | +13.7% | -18.7% | -8.0% |
| 3M | +15.4% | +14.5% | +0.9% | +11.5% |
| 6M | +15.5% | +7.4% | +8.1% | +12.5% |
| YTD | -22.7% | -4.7% | -18.0% | -23.2% |
| 1Y | -34.1% | +12.9% | -47.0% | -37.1% |
| All | +4.6% | -32.9% | +37.5% | +6.0% |
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 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