-39.5%
OWL vs EMB
+3.6%
-43.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.8% | -3.2% | -1.8% |
| 7D | -11.9% | -1.1% | -10.8% | -9.2% |
| 30D | -13.7% | -1.1% | -12.7% | -11.0% |
| 3M | +12.3% | -0.8% | +13.0% | +15.2% |
| 6M | +15.0% | -0.1% | +15.1% | +19.3% |
| YTD | -25.7% | +0.4% | -26.2% | -23.8% |
| 1Y | -39.5% | +3.3% | -42.8% | -41.3% |
| All | -39.5% | +3.6% | -43.1% | -41.3% |
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