-13.1%
OWL vs ELV
+13.8%
-26.9%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.3% | -2.0% | -3.1% |
| 7D | -6.4% | -2.2% | -4.2% | -6.2% |
| 30D | -5.0% | -0.2% | -4.8% | -5.0% |
| 3M | +15.4% | -6.1% | +21.5% | +15.9% |
| 6M | +15.5% | +42.8% | -27.3% | +11.0% |
| YTD | -22.7% | +14.4% | -37.1% | -23.9% |
| 1Y | -34.1% | +28.6% | -62.7% | -36.1% |
| 3Y | +5.1% | -7.4% | +12.5% | +3.5% |
| All | -13.1% | +13.8% | -26.9% | -23.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling