+23.6%
OWL vs ENB
+98.6%
-75.0%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.5% |
| 7D | +1.5% | +1.7% | -0.1% | +0.7% |
| 30D | +13.4% | +0.7% | +12.8% | +13.1% |
| 3M | -21.2% | -5.8% | -15.5% | -19.0% |
| 6M | +4.0% | -11.3% | +15.3% | +9.9% |
| YTD | -29.0% | +3.7% | -32.7% | -31.8% |
| 1Y | -28.4% | +2.8% | -31.2% | -31.0% |
| 3Y | -14.5% | +67.7% | -82.2% | -40.8% |
| 5Y | -21.5% | +57.1% | -78.6% | -40.7% |
| All | +23.6% | +98.6% | -75.0% | -11.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling