+39.1%
OWL vs ENB
+110.3%
-71.2%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.8% | -5.3% | -4.9% |
| 7D | -3.9% | -0.5% | -3.5% | -3.7% |
| 30D | -3.7% | -0.2% | -3.5% | -3.7% |
| 3M | +21.4% | -7.5% | +28.9% | +25.7% |
| 6M | +18.3% | -4.1% | +22.5% | +20.0% |
| YTD | -20.1% | +9.8% | -29.9% | -25.5% |
| 1Y | -32.8% | +8.7% | -41.5% | -37.0% |
| 3Y | +8.6% | +79.0% | -70.4% | -27.5% |
| 5Y | -4.5% | +69.1% | -73.5% | -30.2% |
| All | +39.1% | +110.3% | -71.2% | -3.6% |
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