-28.2%
OWL vs ES
+1.4%
-29.6%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.9% | +2.2% | +0.1% |
| 7D | -4.9% | +1.9% | -6.8% | -5.5% |
| 30D | +7.8% | +7.1% | +0.7% | +5.7% |
| 3M | -12.7% | -1.9% | -10.7% | -12.3% |
| 6M | -2.8% | +4.4% | -7.2% | -4.3% |
| YTD | -30.1% | +7.3% | -37.4% | -32.1% |
| 1Y | -29.1% | +2.1% | -31.2% | -30.4% |
| 3Y | -12.3% | +41.8% | -54.1% | -25.4% |
| All | -28.2% | +1.4% | -29.6% | -29.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling