-39.2%
OWL vs ENB
+2.1%
-41.3%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.0% | +2.2% | +1.1% |
| 7D | -10.1% | -4.7% | -5.5% | -10.6% |
| 30D | -11.9% | -5.9% | -6.0% | -12.6% |
| 3M | +10.7% | -14.2% | +25.0% | +8.7% |
| 6M | +22.1% | -8.6% | +30.7% | +21.8% |
| YTD | -24.8% | +3.9% | -28.7% | -22.4% |
| 1Y | -39.2% | +1.8% | -41.0% | -37.4% |
| All | -39.2% | +2.1% | -41.3% | -37.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling