-26.6%
OWL vs XME
+5.2%
-31.8%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.0% | +4.1% | +3.4% |
| 7D | +10.1% | -5.5% | +15.6% | +12.3% |
| 30D | +18.7% | -11.1% | +29.8% | +23.6% |
| 3M | -6.2% | -11.1% | +5.0% | -2.6% |
| 6M | +9.8% | -18.0% | +27.8% | +15.9% |
| YTD | -24.2% | -7.4% | -16.8% | -24.5% |
| 1Y | -26.6% | +6.7% | -33.2% | -32.7% |
| All | -26.6% | +5.2% | -31.8% | -32.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 1y: compounded portfolio wealth divided by compounded XME 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…
1y analysis · Full analysis span regression · 6 months rolling