-16.9%
OWL vs EQH
+102.2%
-119.1%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.4% | -0.2% | +0.2% |
| 7D | -10.1% | +0.7% | -10.8% | -10.6% |
| 30D | -11.9% | +2.8% | -14.8% | -13.9% |
| 3M | +10.7% | +23.1% | -12.4% | -6.7% |
| 6M | +22.1% | +41.4% | -19.3% | -8.6% |
| YTD | -24.8% | +14.3% | -39.1% | -33.2% |
| 1Y | -39.2% | +1.6% | -40.8% | -40.9% |
| 3Y | +1.7% | +102.7% | -101.0% | -42.7% |
| All | -16.9% | +102.2% | -119.1% | -54.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EQH.
Daily Out/Under-Performance
Portfolio return minus EQH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQH 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 EQH 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