+4.6%
OWL vs ETR
+148.1%
-143.5%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.3% | -2.0% | -2.8% |
| 7D | -6.4% | +0.4% | -6.8% | -6.5% |
| 30D | -5.0% | +2.0% | -7.0% | -5.6% |
| 3M | +15.4% | -1.7% | +17.1% | +15.8% |
| 6M | +15.5% | +3.6% | +11.9% | +13.6% |
| YTD | -22.7% | +18.0% | -40.7% | -27.6% |
| 1Y | -34.1% | +26.2% | -60.3% | -39.5% |
| All | +4.6% | +148.1% | -143.5% | -9.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling