+45.7%
OWL vs ETR
+154.5%
-108.9%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.6% |
| 7D | -2.2% | +1.4% | -3.7% | -2.7% |
| 30D | +3.7% | +1.0% | +2.7% | +3.3% |
| 3M | +17.5% | -1.3% | +18.8% | +17.8% |
| 6M | +18.5% | +1.9% | +16.7% | +17.2% |
| YTD | -16.3% | +18.2% | -34.5% | -21.8% |
| 1Y | -29.7% | +24.7% | -54.4% | -35.5% |
| 3Y | +14.2% | +150.7% | -136.5% | -15.8% |
| 5Y | +2.5% | +127.0% | -124.5% | -20.5% |
| All | +45.7% | +154.5% | -108.9% | +14.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling