+34.6%
OWL vs ETSY
-58.7%
+93.3%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.2% | -1.0% | -2.7% |
| 7D | -6.4% | -12.9% | +6.5% | -3.6% |
| 30D | -5.0% | -11.5% | +6.5% | -2.6% |
| 3M | +15.4% | +3.5% | +11.9% | +14.0% |
| 6M | +15.5% | +27.6% | -12.1% | +8.1% |
| YTD | -22.7% | +28.4% | -51.1% | -28.1% |
| 1Y | -34.1% | +27.1% | -61.1% | -39.4% |
| 3Y | +5.1% | +6.0% | -1.0% | -3.2% |
| 5Y | -11.5% | -67.1% | +55.7% | -9.2% |
| All | +34.6% | -58.7% | +93.3% | +38.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ETSY.
Daily Out/Under-Performance
Portfolio return minus ETSY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETSY 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 ETSY 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