+0.5%
OWL vs EVRG
+72.0%
-71.5%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.2% | -4.1% | -4.0% |
| 7D | -11.9% | -0.7% | -11.2% | -11.8% |
| 30D | -13.7% | 0.0% | -13.7% | -13.7% |
| 3M | +12.3% | -1.0% | +13.2% | +12.2% |
| 6M | +15.0% | +1.0% | +14.0% | +14.7% |
| YTD | -25.7% | +15.1% | -40.8% | -28.0% |
| 1Y | -39.5% | +17.6% | -57.1% | -41.5% |
| All | +0.5% | +72.0% | -71.5% | -8.1% |
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