-10.7%
OWL vs ESI
+84.3%
-95.0%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.0% | -4.2% | -1.8% |
| 7D | -2.1% | +1.8% | -4.0% | -2.9% |
| 30D | +11.6% | -6.6% | +18.2% | +13.9% |
| 3M | -13.8% | -9.4% | -4.4% | -11.2% |
| 6M | +7.8% | -24.1% | +32.0% | +18.1% |
| YTD | -25.8% | +37.1% | -62.9% | -43.6% |
| 1Y | -26.5% | +24.5% | -51.0% | -40.8% |
| All | -10.7% | +84.3% | -95.0% | -43.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling