-26.0%
OWL vs ES
-0.3%
-25.7%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -0.5% | +6.1% | +5.6% |
| 7D | -2.4% | -0.1% | -2.3% | -2.4% |
| 30D | +9.3% | +5.7% | +3.6% | +8.8% |
| 3M | -11.0% | -2.8% | -8.2% | -11.3% |
| 6M | +2.4% | +7.0% | -4.5% | +2.2% |
| YTD | -26.2% | +6.8% | -32.9% | -27.4% |
| All | -26.0% | -0.3% | -25.7% | -26.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 1y: compounded portfolio wealth divided by compounded ES 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…
1y analysis · Full analysis span regression · 6 months rolling