+29.2%
OWL vs XRT
+62.9%
-33.7%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.1% |
| 7D | -2.1% | -1.4% | -0.7% | -1.1% |
| 30D | +11.6% | +9.8% | +1.8% | +5.2% |
| 3M | -13.8% | +3.3% | -17.1% | -15.4% |
| 6M | +7.8% | +13.6% | -5.8% | -0.8% |
| YTD | -25.8% | +9.1% | -34.9% | -29.8% |
| 1Y | -26.5% | +15.1% | -41.5% | -32.8% |
| 3Y | -9.6% | +59.9% | -69.6% | -31.8% |
| 5Y | -20.8% | -1.7% | -19.1% | -34.8% |
| All | +29.2% | +62.9% | -33.7% | +10.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT 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 10y: compounded portfolio wealth divided by compounded XRT 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…
10y analysis · Full analysis span regression · 6 months rolling