+34.6%
OWL vs ESTC
-39.1%
+73.7%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.1% | -1.1% | -2.7% |
| 7D | -6.4% | -3.3% | -3.0% | -5.6% |
| 30D | -5.0% | +13.4% | -18.4% | -8.8% |
| 3M | +15.4% | +41.3% | -25.9% | +4.1% |
| 6M | +15.5% | +62.6% | -47.1% | -0.5% |
| YTD | -22.7% | +14.8% | -37.4% | -27.2% |
| 1Y | -34.1% | -5.1% | -29.0% | -35.4% |
| 3Y | +5.1% | +11.2% | -6.1% | -8.2% |
| 5Y | -11.5% | -47.0% | +35.5% | -20.9% |
| All | +34.6% | -39.1% | +73.7% | +16.1% |
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