+30.9%
OWL vs EWJ
+68.6%
-37.7%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.2% | -1.0% | -1.0% |
| 7D | -10.1% | +0.3% | -10.4% | -10.4% |
| 30D | -11.9% | +0.8% | -12.7% | -12.6% |
| 3M | +10.7% | +7.5% | +3.2% | +2.8% |
| 6M | +22.1% | +15.6% | +6.5% | +4.2% |
| YTD | -24.8% | +22.7% | -47.5% | -40.1% |
| 1Y | -39.2% | +26.4% | -65.6% | -53.1% |
| 3Y | +1.7% | +72.5% | -70.8% | -45.1% |
| 5Y | -15.5% | +52.4% | -67.9% | -53.7% |
| All | +30.9% | +68.6% | -37.7% | -31.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EWJ.
Daily Out/Under-Performance
Portfolio return minus EWJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWJ 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 10y: compounded portfolio wealth divided by compounded EWJ 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…
10y analysis · Full analysis span regression · 6 months rolling