+1.7%
OWL vs ET
+96.2%
-94.4%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.8% | +2.1% | +1.8% |
| 7D | -10.1% | +0.2% | -10.4% | -10.3% |
| 30D | -11.9% | +2.9% | -14.8% | -13.8% |
| 3M | +10.7% | +16.8% | -6.1% | -1.5% |
| 6M | +22.1% | +18.9% | +3.3% | +6.5% |
| YTD | -24.8% | +37.7% | -62.5% | -42.4% |
| 1Y | -39.2% | +32.4% | -71.6% | -51.9% |
| 3Y | +1.7% | +99.5% | -97.7% | -32.5% |
| All | +1.7% | +96.2% | -94.4% | -32.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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