-21.6%
OWL vs ENTG
-0.3%
-21.3%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.8% | +3.8% | +1.3% |
| 7D | +1.5% | +15.2% | -13.6% | -3.7% |
| 30D | +13.4% | -3.6% | +17.1% | +12.9% |
| 3M | -21.2% | -10.0% | -11.3% | -20.3% |
| 6M | +4.0% | +1.8% | +2.2% | -4.2% |
| YTD | -29.0% | +75.5% | -104.5% | -49.7% |
| 1Y | -28.4% | +82.4% | -110.8% | -50.3% |
| 3Y | -14.5% | +58.5% | -73.0% | -42.1% |
| All | -21.6% | -0.3% | -21.3% | -40.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling