+30.9%
OWL vs EQX
+26.7%
+4.2%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.6% | -0.4% | +1.0% |
| 7D | -10.1% | -3.2% | -6.9% | -9.7% |
| 30D | -11.9% | +7.8% | -19.7% | -12.9% |
| 3M | +10.7% | +21.3% | -10.6% | +7.6% |
| 6M | +22.1% | -22.4% | +44.5% | +24.6% |
| YTD | -24.8% | -11.3% | -13.5% | -25.2% |
| 1Y | -39.2% | +13.5% | -52.7% | -41.8% |
| 3Y | +1.7% | +162.1% | -160.4% | -17.0% |
| 5Y | -15.5% | +84.2% | -99.7% | -32.5% |
| All | +30.9% | +26.7% | +4.2% | +5.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EQX.
Daily Out/Under-Performance
Portfolio return minus EQX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQX 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 all: compounded portfolio wealth divided by compounded EQX 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…
all analysis · Full analysis span regression · 6 months rolling