+23.6%
OWL vs ESI
+121.6%
-98.0%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.3% |
| 7D | +1.5% | +5.5% | -4.0% | -1.1% |
| 30D | +13.4% | -7.8% | +21.2% | +16.9% |
| 3M | -21.2% | -15.0% | -6.2% | -15.9% |
| 6M | +4.0% | -24.9% | +28.9% | +15.7% |
| YTD | -29.0% | +33.2% | -62.2% | -44.8% |
| 1Y | -28.4% | +24.9% | -53.4% | -42.3% |
| 3Y | -14.5% | +77.8% | -92.3% | -45.5% |
| 5Y | -21.5% | +37.1% | -58.6% | -47.7% |
| All | +23.6% | +121.6% | -98.0% | -22.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling