+30.9%
OWL vs ELF
+345.6%
-314.7%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.2% | 0.0% | +1.0% |
| 7D | -10.1% | -11.6% | +1.5% | -8.0% |
| 30D | -11.9% | +4.6% | -16.6% | -12.7% |
| 3M | +10.7% | +59.7% | -49.0% | +1.0% |
| 6M | +22.1% | +21.2% | +0.9% | +16.6% |
| YTD | -24.8% | +27.4% | -52.3% | -29.5% |
| 1Y | -39.2% | -29.8% | -9.4% | -37.3% |
| 3Y | +1.7% | -28.5% | +30.2% | -6.7% |
| 5Y | -15.5% | +220.0% | -235.5% | -57.9% |
| All | +30.9% | +345.6% | -314.7% | -41.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 10y: compounded portfolio wealth divided by compounded ELF 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…
10y analysis · Full analysis span regression · 6 months rolling