-16.5%
OWL vs EME
+540.8%
-557.4%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.8% | -3.2% | -3.6% |
| 7D | -11.9% | +0.9% | -12.9% | -12.4% |
| 30D | -13.7% | -8.4% | -5.3% | -10.4% |
| 3M | +12.3% | -3.6% | +15.9% | +12.1% |
| 6M | +15.0% | +3.6% | +11.5% | +9.2% |
| YTD | -25.7% | +22.5% | -48.2% | -36.6% |
| 1Y | -39.5% | +18.2% | -57.7% | -48.6% |
| 3Y | +0.9% | +238.4% | -237.4% | -58.3% |
| 5Y | -16.5% | +550.5% | -567.1% | -80.0% |
| All | -16.5% | +540.8% | -557.4% | -80.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling