+1.7%
OWL vs EWJ
+73.0%
-71.3%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.2% | -1.0% | -0.7% |
| 7D | -10.1% | +0.3% | -10.4% | -10.3% |
| 30D | -11.9% | +0.8% | -12.7% | -12.5% |
| 3M | +10.7% | +7.5% | +3.2% | +3.8% |
| 6M | +22.1% | +15.6% | +6.5% | +6.6% |
| YTD | -24.8% | +22.7% | -47.5% | -38.3% |
| 1Y | -39.2% | +26.4% | -65.6% | -51.6% |
| 3Y | +1.7% | +72.5% | -70.8% | -37.4% |
| All | +1.7% | +73.0% | -71.3% | -37.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling