+30.9%
OWL vs XHB
+81.2%
-50.3%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.6% | -0.4% | +0.1% |
| 7D | -10.1% | -4.6% | -5.5% | -7.1% |
| 30D | -11.9% | -9.1% | -2.8% | -5.8% |
| 3M | +10.7% | -8.6% | +19.3% | +17.4% |
| 6M | +22.1% | -4.0% | +26.2% | +24.1% |
| YTD | -24.8% | -3.9% | -20.9% | -24.1% |
| 1Y | -39.2% | -16.5% | -22.7% | -32.2% |
| 3Y | +1.7% | +22.6% | -20.8% | -18.4% |
| 5Y | -15.5% | +33.9% | -49.4% | -41.4% |
| All | +30.9% | +81.2% | -50.3% | -13.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 XHB 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