+29.2%
OWL vs EL
-50.9%
+80.1%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +7.3% |
| 3M | -13.8% | +28.4% | -42.2% | -21.1% |
| 6M | +7.8% | +36.7% | -28.9% | -3.9% |
| YTD | -25.8% | +8.4% | -34.2% | -29.7% |
| 1Y | -26.5% | +25.4% | -51.9% | -33.9% |
| 3Y | -9.6% | +3.4% | -13.0% | -20.9% |
| 5Y | -20.8% | -64.8% | +43.9% | +10.8% |
| All | +29.2% | -50.9% | +80.1% | +62.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling