-20.7%
OWL vs ENB
+53.3%
-74.0%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.1% | +0.3% |
| 7D | +1.1% | -2.4% | +3.5% | +2.5% |
| 30D | +10.0% | +2.5% | +7.5% | +8.6% |
| 3M | -8.7% | -5.8% | -2.9% | -5.8% |
| 6M | +3.1% | -8.5% | +11.7% | +7.5% |
| YTD | -25.6% | +3.9% | -29.5% | -29.2% |
| 1Y | -25.5% | +3.7% | -29.2% | -29.1% |
| 3Y | -9.4% | +70.1% | -79.5% | -41.9% |
| All | -20.7% | +53.3% | -74.0% | -42.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling