+30.9%
OWL vs EME
+774.8%
-743.9%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +4.3% | -3.1% | -0.7% |
| 7D | -10.1% | +3.5% | -13.6% | -11.6% |
| 30D | -11.9% | -6.3% | -5.6% | -9.6% |
| 3M | +10.7% | -3.8% | +14.5% | +10.8% |
| 6M | +22.1% | +8.5% | +13.6% | +14.0% |
| YTD | -24.8% | +27.8% | -52.6% | -36.1% |
| 1Y | -39.2% | +22.2% | -61.4% | -48.2% |
| 3Y | +1.7% | +253.5% | -251.7% | -52.9% |
| 5Y | -15.5% | +578.6% | -594.1% | -73.2% |
| All | +30.9% | +774.8% | -743.9% | -60.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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