+34.6%
OWL vs EMB
+8.3%
+26.3%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.2% | -3.0% | -2.9% |
| 7D | -6.4% | 0.0% | -6.4% | -6.4% |
| 30D | -5.0% | -0.3% | -4.7% | -4.4% |
| 3M | +15.4% | -0.3% | +15.7% | +16.4% |
| 6M | +15.5% | +0.7% | +14.7% | +14.8% |
| YTD | -22.7% | +1.3% | -23.9% | -23.7% |
| 1Y | -34.1% | +4.7% | -38.7% | -38.2% |
| 3Y | +5.1% | +30.1% | -25.0% | -28.6% |
| 5Y | -11.5% | +6.9% | -18.3% | -31.2% |
| All | +34.6% | +8.3% | +26.3% | +6.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling