+29.4%
OWL vs ESTC
-38.6%
+68.0%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.3% | +4.0% | +1.6% |
| 7D | +1.1% | -3.6% | +4.6% | +2.1% |
| 30D | +10.0% | -11.2% | +21.2% | +13.1% |
| 3M | -8.7% | +14.3% | -23.0% | -13.0% |
| 6M | +3.1% | +67.0% | -63.8% | -11.9% |
| YTD | -25.6% | +15.7% | -41.3% | -30.6% |
| 1Y | -25.5% | -6.3% | -19.2% | -26.9% |
| 3Y | -9.4% | +14.5% | -23.9% | -21.7% |
| 5Y | -18.2% | -49.9% | +31.7% | -26.6% |
| All | +29.4% | -38.6% | +68.0% | +10.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 10y: compounded portfolio wealth divided by compounded ESTC 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…
10y analysis · Full analysis span regression · 6 months rolling