+29.3%
OWL vs EMB
+7.4%
+21.9%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.8% | -3.2% | -2.6% |
| 7D | -11.9% | -1.1% | -10.8% | -10.2% |
| 30D | -13.7% | -1.1% | -12.7% | -12.0% |
| 3M | +12.3% | -0.8% | +13.0% | +14.1% |
| 6M | +15.0% | -0.1% | +15.1% | +15.9% |
| YTD | -25.7% | +0.4% | -26.2% | -25.7% |
| 1Y | -39.5% | +3.3% | -42.8% | -42.0% |
| 3Y | +0.9% | +29.0% | -28.1% | -30.5% |
| 5Y | -16.5% | +6.3% | -22.9% | -34.3% |
| All | +29.3% | +7.4% | +21.9% | +3.5% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling