-29.7%
OWL vs EVRG
+17.4%
-47.2%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.9% |
| 7D | -2.2% | +1.1% | -3.3% | -2.0% |
| 30D | +3.7% | -1.0% | +4.7% | +3.5% |
| 3M | +17.5% | +0.4% | +17.1% | +17.6% |
| 6M | +18.5% | -0.8% | +19.4% | +18.8% |
| YTD | -16.3% | +15.3% | -31.7% | -17.1% |
| 1Y | -29.7% | +17.9% | -47.6% | -25.0% |
| All | -29.7% | +17.4% | -47.2% | -25.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EVRG.
Daily Out/Under-Performance
Portfolio return minus EVRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EVRG 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 EVRG 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