-26.6%
OWL vs EMB
+0.7%
-27.3%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.0% | +2.1% | +0.3% |
| 7D | +10.1% | +0.7% | +9.4% | +8.1% |
| 30D | +18.7% | +2.3% | +16.4% | +11.8% |
| 3M | -6.2% | -2.5% | -3.7% | +0.7% |
| 6M | +9.8% | -1.1% | +10.9% | +14.9% |
| YTD | -24.2% | -0.6% | -23.6% | -19.3% |
| 1Y | -26.6% | +0.6% | -27.2% | -22.3% |
| All | -26.6% | +0.7% | -27.3% | -22.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 EMB 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