+29.3%
OWL vs ET
+377.4%
-348.1%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.2% | -4.2% | -4.1% |
| 7D | -11.9% | +1.4% | -13.3% | -12.5% |
| 30D | -13.7% | +4.6% | -18.3% | -15.7% |
| 3M | +12.3% | +16.0% | -3.8% | +3.9% |
| 6M | +15.0% | +22.8% | -7.8% | +3.0% |
| YTD | -25.7% | +38.9% | -64.6% | -37.8% |
| 1Y | -39.5% | +34.1% | -73.6% | -48.4% |
| 3Y | +0.9% | +98.8% | -97.9% | -25.9% |
| 5Y | -16.5% | +246.8% | -263.4% | -47.5% |
| All | +29.3% | +377.4% | -348.1% | -20.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling