-11.5%
OWL vs XME
+183.2%
-194.7%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.6% | -2.6% | -2.8% |
| 7D | -6.4% | -0.2% | -6.2% | -6.3% |
| 30D | -5.0% | +1.4% | -6.4% | -6.1% |
| 3M | +15.4% | +2.7% | +12.7% | +12.9% |
| 6M | +15.5% | +6.5% | +9.0% | +8.8% |
| YTD | -22.7% | +15.2% | -37.9% | -31.6% |
| 1Y | -34.1% | +43.5% | -77.6% | -50.4% |
| 3Y | +5.1% | +135.9% | -130.8% | -44.5% |
| 5Y | -11.5% | +181.5% | -192.9% | -58.5% |
| All | -11.5% | +183.2% | -194.7% | -58.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling