-39.2%
OWL vs ETHA
-42.6%
+3.4%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.2% | -2.0% | +0.4% |
| 7D | -10.1% | +3.5% | -13.6% | -10.9% |
| 30D | -11.9% | +35.3% | -47.2% | -18.8% |
| 3M | +10.7% | +50.9% | -40.1% | -1.0% |
| 6M | +22.1% | +22.1% | 0.0% | +15.0% |
| YTD | -24.8% | -14.6% | -10.2% | -24.3% |
| 1Y | -39.2% | -42.8% | +3.6% | -34.3% |
| All | -39.2% | -42.6% | +3.4% | -34.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling