+1.7%
OWL vs EVRG
+72.5%
-70.8%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.3% | +0.9% | +1.2% |
| 7D | -10.1% | +0.1% | -10.2% | -10.1% |
| 30D | -11.9% | -1.2% | -10.7% | -11.8% |
| 3M | +10.7% | -0.6% | +11.3% | +10.6% |
| 6M | +22.1% | +2.4% | +19.7% | +21.5% |
| YTD | -24.8% | +15.5% | -40.3% | -27.2% |
| 1Y | -39.2% | +16.8% | -56.0% | -41.2% |
| 3Y | +1.7% | +75.0% | -73.3% | -7.0% |
| All | +1.7% | +72.5% | -70.8% | -7.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling