+8.1%
OWL vs ENB
+77.6%
-69.5%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.8% | -5.3% | -4.7% |
| 7D | -3.9% | -0.5% | -3.5% | -3.9% |
| 30D | -3.7% | -0.2% | -3.5% | -3.7% |
| 3M | +21.4% | -7.5% | +28.9% | +23.3% |
| 6M | +18.3% | -4.1% | +22.5% | +19.2% |
| YTD | -20.1% | +9.8% | -29.9% | -22.9% |
| 1Y | -32.8% | +8.7% | -41.5% | -34.9% |
| All | +8.1% | +77.6% | -69.5% | -12.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling