+4.6%
OWL vs ELV
-7.6%
+12.3%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.3% | -2.0% | -3.2% |
| 7D | -6.4% | -2.2% | -4.2% | -6.4% |
| 30D | -5.0% | -0.2% | -4.8% | -5.0% |
| 3M | +15.4% | -6.1% | +21.5% | +15.3% |
| 6M | +15.5% | +42.8% | -27.3% | +16.1% |
| YTD | -22.7% | +14.4% | -37.1% | -22.2% |
| 1Y | -34.1% | +28.6% | -62.7% | -33.3% |
| All | +4.6% | -7.6% | +12.3% | +1.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling