+34.6%
OWL vs ENB
+108.9%
-74.3%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.7% | -2.6% | -2.9% |
| 7D | -6.4% | -0.3% | -6.1% | -6.2% |
| 30D | -5.0% | -1.1% | -3.9% | -4.6% |
| 3M | +15.4% | -8.5% | +23.9% | +20.2% |
| 6M | +15.5% | -4.5% | +20.0% | +17.4% |
| YTD | -22.7% | +9.1% | -31.8% | -27.6% |
| 1Y | -34.1% | +8.0% | -42.0% | -38.0% |
| 3Y | +5.1% | +77.8% | -72.7% | -29.6% |
| 5Y | -11.5% | +69.4% | -80.8% | -35.2% |
| All | +34.6% | +108.9% | -74.3% | -6.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ENB.
Daily Out/Under-Performance
Portfolio return minus ENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENB 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 ENB 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