+29.3%
OWL vs ESI
+128.9%
-99.6%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -4.5% | +0.5% | -1.7% |
| 7D | -11.9% | -2.3% | -9.6% | -10.9% |
| 30D | -13.7% | -9.0% | -4.7% | -9.7% |
| 3M | +12.3% | -13.3% | +25.5% | +17.9% |
| 6M | +15.0% | +5.3% | +9.7% | +5.7% |
| YTD | -25.7% | +37.6% | -63.3% | -42.4% |
| 1Y | -39.5% | +33.6% | -73.1% | -52.4% |
| 3Y | +0.9% | +75.8% | -74.9% | -34.2% |
| 5Y | -16.5% | +68.6% | -85.1% | -45.5% |
| All | +29.3% | +128.9% | -99.6% | -19.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded ESI 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling