-11.5%
OWL vs ESI
+74.4%
-85.9%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.2% | -2.0% | -2.6% |
| 7D | -6.4% | +3.9% | -10.3% | -8.4% |
| 30D | -5.0% | -3.8% | -1.2% | -3.2% |
| 3M | +15.4% | -13.1% | +28.5% | +21.6% |
| 6M | +15.5% | +11.3% | +4.1% | +1.4% |
| YTD | -22.7% | +44.1% | -66.8% | -43.6% |
| 1Y | -34.1% | +40.3% | -74.4% | -51.3% |
| 3Y | +5.1% | +84.1% | -79.0% | -38.5% |
| 5Y | -11.5% | +75.8% | -87.3% | -48.9% |
| All | -11.5% | +74.4% | -85.9% | -48.9% |
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