+45.7%
OWL vs XME
+276.3%
-230.6%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -0.9% |
| 7D | -2.2% | -0.1% | -2.1% | -2.2% |
| 30D | +3.7% | +6.0% | -2.3% | +0.3% |
| 3M | +17.5% | -7.7% | +25.3% | +21.7% |
| 6M | +18.5% | +1.0% | +17.6% | +16.0% |
| YTD | -16.3% | +14.6% | -31.0% | -24.1% |
| 1Y | -29.7% | +46.0% | -75.7% | -44.9% |
| 3Y | +14.2% | +127.0% | -112.9% | -30.0% |
| 5Y | +2.5% | +175.8% | -173.3% | -40.8% |
| All | +45.7% | +276.3% | -230.6% | -14.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling