+23.6%
OWL vs ENTG
+58.8%
-35.2%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.8% | +3.8% | +1.2% |
| 7D | +1.5% | +15.2% | -13.6% | -3.4% |
| 30D | +13.4% | -3.6% | +17.1% | +13.0% |
| 3M | -21.2% | -10.0% | -11.3% | -20.4% |
| 6M | +4.0% | +1.8% | +2.2% | -3.5% |
| YTD | -29.0% | +75.5% | -104.5% | -48.2% |
| 1Y | -28.4% | +82.4% | -110.8% | -48.7% |
| 3Y | -14.5% | +58.5% | -73.0% | -39.6% |
| 5Y | -21.5% | +0.4% | -21.8% | -41.8% |
| All | +23.6% | +58.8% | -35.2% | -5.2% |
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