-39.2%
OWL vs ELF
-28.2%
-11.0%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.2% | 0.0% | +1.1% |
| 7D | -10.1% | -11.6% | +1.5% | -8.4% |
| 30D | -11.9% | +4.6% | -16.6% | -12.4% |
| 3M | +10.7% | +59.7% | -49.0% | +3.6% |
| 6M | +22.1% | +21.2% | +0.9% | +18.2% |
| YTD | -24.8% | +27.4% | -52.3% | -28.2% |
| 1Y | -39.2% | -29.8% | -9.4% | -37.5% |
| All | -39.2% | -28.2% | -11.0% | -37.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling