+8.1%
OWL vs ESI
+83.5%
-75.4%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.6% | -5.1% | -4.8% |
| 7D | -3.9% | +5.4% | -9.3% | -6.2% |
| 30D | -3.7% | -4.2% | +0.5% | -2.0% |
| 3M | +21.4% | -9.6% | +31.0% | +24.2% |
| 6M | +18.3% | +18.3% | 0.0% | +1.8% |
| YTD | -20.1% | +45.8% | -65.9% | -40.2% |
| 1Y | -32.8% | +39.2% | -71.9% | -48.4% |
| All | +8.1% | +83.5% | -75.4% | -33.3% |
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