+0.5%
OWL vs XHB
+21.1%
-20.6%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.3% | -1.6% | -2.6% |
| 7D | -11.9% | -5.2% | -6.7% | -9.1% |
| 30D | -13.7% | -12.1% | -1.6% | -7.0% |
| 3M | +12.3% | -6.2% | +18.5% | +16.3% |
| 6M | +15.0% | -6.7% | +21.7% | +18.8% |
| YTD | -25.7% | -5.5% | -20.3% | -24.3% |
| 1Y | -39.5% | -15.6% | -23.8% | -33.9% |
| All | +0.5% | +21.1% | -20.6% | -16.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling