+1.7%
OWL vs ELAN
+99.1%
-97.3%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.4% | -0.1% | +1.0% |
| 7D | -10.1% | -5.4% | -4.7% | -9.1% |
| 30D | -11.9% | +4.7% | -16.6% | -12.8% |
| 3M | +10.7% | -3.7% | +14.4% | +11.1% |
| 6M | +22.1% | -1.2% | +23.3% | +21.0% |
| YTD | -24.8% | +2.4% | -27.2% | -25.9% |
| 1Y | -39.2% | +23.4% | -62.6% | -42.4% |
| 3Y | +1.7% | +96.7% | -94.9% | -13.1% |
| All | +1.7% | +99.1% | -97.3% | -13.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ELAN.
Daily Out/Under-Performance
Portfolio return minus ELAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELAN 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 ELAN 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