+13.7%
OWL vs XRT
+45.6%
-31.9%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.0% | -1.8% | -1.6% |
| 7D | -2.2% | +0.8% | -3.1% | -2.9% |
| 30D | +3.7% | -4.2% | +7.9% | +7.4% |
| 3M | +17.5% | +5.1% | +12.4% | +12.3% |
| 6M | +18.5% | +2.4% | +16.1% | +15.8% |
| YTD | -16.3% | +3.2% | -19.5% | -18.8% |
| 1Y | -29.7% | +1.5% | -31.2% | -30.9% |
| All | +13.7% | +45.6% | -31.9% | -12.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling