+45.7%
OWL vs ENTG
+49.4%
-3.7%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +6.2% | -6.9% | -2.9% |
| 7D | -2.2% | +2.8% | -5.1% | -3.3% |
| 30D | +3.7% | -4.7% | +8.4% | +4.8% |
| 3M | +17.5% | -0.7% | +18.3% | +12.5% |
| 6M | +18.5% | +7.7% | +10.8% | +7.7% |
| YTD | -16.3% | +65.1% | -81.4% | -36.3% |
| 1Y | -29.7% | +74.8% | -104.5% | -48.3% |
| 3Y | +14.2% | +36.9% | -22.7% | -13.2% |
| 5Y | +2.5% | +16.1% | -13.6% | -21.8% |
| All | +45.7% | +49.4% | -3.7% | +16.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling