+45.7%
OWL vs XHB
+90.0%
-44.4%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.0% | -1.7% | -1.4% |
| 7D | -2.2% | -1.3% | -1.0% | -1.4% |
| 30D | +3.7% | -6.9% | +10.6% | +9.0% |
| 3M | +17.5% | -1.3% | +18.8% | +18.0% |
| 6M | +18.5% | -6.8% | +25.3% | +23.1% |
| YTD | -16.3% | +0.7% | -17.1% | -18.4% |
| 1Y | -29.7% | -11.2% | -18.5% | -25.1% |
| 3Y | +14.2% | +25.3% | -11.2% | -9.7% |
| 5Y | +2.5% | +37.3% | -34.8% | -31.0% |
| All | +45.7% | +90.0% | -44.4% | -7.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling