+23.6%
OWL vs XRT
+60.6%
-37.0%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | -0.3% |
| 7D | +1.5% | +1.7% | -0.2% | +0.5% |
| 30D | +13.4% | +7.5% | +5.9% | +8.5% |
| 3M | -21.2% | +2.2% | -23.4% | -22.1% |
| 6M | +4.0% | +14.7% | -10.6% | -4.9% |
| YTD | -29.0% | +7.5% | -36.5% | -32.2% |
| 1Y | -28.4% | +14.1% | -42.5% | -34.2% |
| 3Y | -14.5% | +58.8% | -73.3% | -35.1% |
| 5Y | -21.5% | -3.9% | -17.5% | -34.7% |
| All | +23.6% | +60.6% | -37.0% | +7.0% |
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