-35.7%
OWL vs ETHA
-29.6%
-6.1%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.1% | -5.6% | -4.8% |
| 7D | -3.9% | +2.7% | -6.6% | -4.6% |
| 30D | -3.7% | +29.4% | -33.0% | -9.8% |
| 3M | +21.4% | +47.2% | -25.8% | +10.0% |
| 6M | +18.3% | +25.4% | -7.0% | +10.8% |
| YTD | -20.1% | -16.5% | -3.6% | -18.6% |
| 1Y | -32.8% | -42.3% | +9.5% | -26.5% |
| All | -35.7% | -29.6% | -6.1% | -39.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling