+4.6%
OWL vs ELF
-27.2%
+31.8%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -4.1% | +0.8% | -2.6% |
| 7D | -6.4% | -6.8% | +0.4% | -5.4% |
| 30D | -5.0% | +5.1% | -10.1% | -5.7% |
| 3M | +15.4% | +79.8% | -64.4% | +5.7% |
| 6M | +15.5% | +29.7% | -14.2% | +10.3% |
| YTD | -22.7% | +31.6% | -54.3% | -26.7% |
| 1Y | -34.1% | -27.9% | -6.1% | -32.8% |
| All | +4.6% | -27.2% | +31.8% | -1.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling