+0.1%
OWL vs ESTC
-45.2%
+45.3%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.5% | +3.7% | +0.5% |
| 7D | -2.2% | -8.1% | +5.9% | 0.0% |
| 30D | +3.7% | +31.7% | -28.0% | -4.9% |
| 3M | +17.5% | +41.1% | -23.5% | +5.4% |
| 6M | +18.5% | +77.1% | -58.5% | -1.1% |
| YTD | -16.3% | +21.7% | -38.0% | -22.8% |
| 1Y | -29.7% | +8.4% | -38.1% | -33.8% |
| 3Y | +14.2% | +23.6% | -9.5% | -4.9% |
| All | +0.1% | -45.2% | +45.3% | -16.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling