+4.6%
OWL vs EME
+240.3%
-235.7%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.4% | -0.8% | -2.2% |
| 7D | -6.4% | +2.7% | -9.1% | -7.5% |
| 30D | -5.0% | -6.8% | +1.8% | -2.6% |
| 3M | +15.4% | -8.8% | +24.2% | +18.2% |
| 6M | +15.5% | +5.0% | +10.5% | +10.0% |
| YTD | -22.7% | +23.5% | -46.2% | -32.7% |
| 1Y | -34.1% | +21.3% | -55.4% | -43.4% |
| All | +4.6% | +240.3% | -235.7% | -41.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling