+45.7%
OWL vs ESI
+141.2%
-95.6%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.9% | -3.7% | -2.2% |
| 7D | -2.2% | +3.3% | -5.6% | -3.8% |
| 30D | +3.7% | -5.9% | +9.5% | +6.6% |
| 3M | +17.5% | -14.1% | +31.6% | +24.2% |
| 6M | +18.5% | +6.6% | +12.0% | +8.4% |
| YTD | -16.3% | +45.0% | -61.4% | -36.8% |
| 1Y | -29.7% | +41.5% | -71.2% | -46.4% |
| 3Y | +14.2% | +78.8% | -64.6% | -26.1% |
| 5Y | +2.5% | +70.9% | -68.4% | -34.7% |
| All | +45.7% | +141.2% | -95.6% | -11.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling