+30.9%
OWL vs ETR
+149.9%
-119.0%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.6% | +1.4% |
| 7D | -10.1% | -1.8% | -8.3% | -9.6% |
| 30D | -11.9% | -1.8% | -10.2% | -11.5% |
| 3M | +10.7% | -3.6% | +14.3% | +11.9% |
| 6M | +22.1% | +2.6% | +19.5% | +20.3% |
| YTD | -24.8% | +16.0% | -40.8% | -29.3% |
| 1Y | -39.2% | +20.1% | -59.3% | -43.5% |
| 3Y | +1.7% | +143.6% | -141.8% | -24.2% |
| 5Y | -15.5% | +124.4% | -139.9% | -34.0% |
| All | +30.9% | +149.9% | -119.0% | +3.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 ETR 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