+1.7%
OWL vs XLRE
+31.2%
-29.5%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.9% | +0.4% | +0.6% |
| 7D | -10.1% | -1.2% | -9.0% | -9.3% |
| 30D | -11.9% | -2.4% | -9.5% | -10.3% |
| 3M | +10.7% | -2.5% | +13.2% | +12.5% |
| 6M | +22.1% | +4.0% | +18.2% | +18.1% |
| YTD | -24.8% | +9.3% | -34.1% | -30.0% |
| 1Y | -39.2% | +5.6% | -44.8% | -41.9% |
| 3Y | +1.7% | +31.3% | -29.5% | -15.1% |
| All | +1.7% | +31.2% | -29.5% | -15.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XLRE.
Daily Out/Under-Performance
Portfolio return minus XLRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLRE 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 XLRE 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