+4.0%
OWL vs ESI
-24.7%
+28.8%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.1% | -2.2% | -4.0% |
| 7D | +0.8% | +8.3% | -7.5% | -0.5% |
| 30D | +7.3% | -10.4% | +17.8% | +8.7% |
| 3M | -16.8% | -13.2% | -3.7% | -15.4% |
| 6M | +4.0% | -23.9% | +27.9% | +5.0% |
| All | +4.0% | -24.7% | +28.8% | +5.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling