+30.9%
OWL vs ENTG
+51.1%
-20.2%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.2% | -0.9% | +0.5% |
| 7D | -10.1% | +1.2% | -11.3% | -10.5% |
| 30D | -11.9% | -12.9% | +0.9% | -8.0% |
| 3M | +10.7% | -3.1% | +13.8% | +7.6% |
| 6M | +22.1% | +21.0% | +1.1% | +6.1% |
| YTD | -24.8% | +67.0% | -91.8% | -43.0% |
| 1Y | -39.2% | +68.6% | -107.8% | -54.5% |
| 3Y | +1.7% | +48.6% | -46.9% | -25.0% |
| 5Y | -15.5% | +18.6% | -34.1% | -35.8% |
| All | +30.9% | +51.1% | -20.2% | +4.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ENTG.
Daily Out/Under-Performance
Portfolio return minus ENTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENTG 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 10y: compounded portfolio wealth divided by compounded ENTG 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…
10y analysis · Full analysis span regression · 6 months rolling