+39.1%
OWL vs EWJ
+67.6%
-28.5%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.3% | -4.2% | -4.2% |
| 7D | -3.9% | +2.9% | -6.8% | -6.7% |
| 30D | -3.7% | +1.1% | -4.8% | -4.7% |
| 3M | +21.4% | +7.1% | +14.3% | +13.0% |
| 6M | +18.3% | +16.2% | +2.2% | +0.3% |
| YTD | -20.1% | +22.0% | -42.1% | -35.9% |
| 1Y | -32.8% | +26.2% | -59.0% | -48.1% |
| 3Y | +8.6% | +73.5% | -64.9% | -41.8% |
| 5Y | -4.5% | +52.7% | -57.1% | -47.5% |
| All | +39.1% | +67.6% | -28.5% | -26.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling