-21.6%
OWL vs EVRG
+66.7%
-88.2%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | -0.2% |
| 7D | +1.5% | +1.4% | +0.1% | +1.1% |
| 30D | +13.4% | +7.4% | +6.0% | +10.7% |
| 3M | -21.2% | +7.2% | -28.5% | -23.2% |
| 6M | +4.0% | +9.5% | -5.5% | +0.5% |
| YTD | -29.0% | +25.6% | -54.6% | -35.5% |
| 1Y | -28.4% | +20.4% | -48.8% | -33.9% |
| 3Y | -14.5% | +108.8% | -123.3% | -39.2% |
| All | -21.6% | +66.7% | -88.2% | -37.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling