+45.7%
OWL vs EL
-54.6%
+100.3%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.0% | -3.7% | -1.7% |
| 7D | -2.2% | +0.8% | -3.0% | -2.5% |
| 30D | +3.7% | +19.8% | -16.2% | -2.7% |
| 3M | +17.5% | +25.7% | -8.2% | +8.4% |
| 6M | +18.5% | +5.4% | +13.1% | +14.8% |
| YTD | -16.3% | +0.2% | -16.5% | -18.5% |
| 1Y | -29.7% | +20.4% | -50.2% | -36.1% |
| 3Y | +14.2% | -32.1% | +46.3% | +19.6% |
| 5Y | +2.5% | -67.2% | +69.7% | +46.9% |
| All | +45.7% | -54.6% | +100.3% | +87.9% |
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