-20.8%
OWL vs ESI
+44.9%
-65.7%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.0% | -4.2% | -2.3% |
| 7D | -2.1% | +1.8% | -4.0% | -3.1% |
| 30D | +11.6% | -6.6% | +18.2% | +14.6% |
| 3M | -13.8% | -9.4% | -4.4% | -10.6% |
| 6M | +7.8% | -24.1% | +32.0% | +20.8% |
| YTD | -25.8% | +37.1% | -62.9% | -46.0% |
| 1Y | -26.5% | +24.5% | -51.0% | -43.0% |
| 3Y | -9.6% | +83.2% | -92.8% | -49.9% |
| 5Y | -20.8% | +44.0% | -64.8% | -51.8% |
| All | -20.8% | +44.9% | -65.7% | -51.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling