+18.5%
OWL vs XE
-47.4%
+65.9%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -8.2% | +4.3% | -3.4% |
| 7D | -11.9% | -11.4% | -0.5% | -11.2% |
| 30D | -13.7% | -23.0% | +9.3% | -12.3% |
| 3M | +12.3% | -12.1% | +24.3% | +13.8% |
| All | +18.5% | -47.4% | +65.9% | +16.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XE.
Daily Out/Under-Performance
Portfolio return minus XE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XE 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 3y: compounded portfolio wealth divided by compounded XE 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…
3y analysis · Full analysis span regression · Available span rolling