+30.9%
OWL vs ELV
+44.7%
-13.8%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.5% | +0.7% | +1.2% |
| 7D | -10.1% | +3.2% | -13.3% | -10.3% |
| 30D | -11.9% | +5.4% | -17.3% | -12.3% |
| 3M | +10.7% | +5.4% | +5.4% | +10.1% |
| 6M | +22.1% | +45.7% | -23.6% | +18.0% |
| YTD | -24.8% | +21.2% | -46.0% | -26.2% |
| 1Y | -39.2% | +35.6% | -74.8% | -41.0% |
| 3Y | +1.7% | -2.0% | +3.8% | +0.3% |
| 5Y | -15.5% | +26.0% | -41.5% | -17.1% |
| All | +30.9% | +44.7% | -13.8% | +26.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV 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 ELV 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