-39.5%
OWL vs ETHA
-27.9%
-11.6%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.2% | -2.0% | +0.5% |
| 7D | -10.1% | +3.5% | -13.6% | -10.9% |
| 30D | -11.9% | +35.3% | -47.2% | -18.4% |
| 3M | +10.7% | +50.9% | -40.1% | -0.3% |
| 6M | +22.1% | +22.1% | 0.0% | +15.1% |
| YTD | -24.8% | -14.6% | -10.2% | -23.8% |
| 1Y | -39.2% | -42.8% | +3.6% | -33.4% |
| All | -39.5% | -27.9% | -11.6% | -43.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ETHA.
Daily Out/Under-Performance
Portfolio return minus ETHA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETHA 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 10y: compounded portfolio wealth divided by compounded ETHA 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…
10y analysis · Full analysis span regression · 6 months rolling