-20.0%
OWL vs XRT
-1.7%
-18.3%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.2% | -1.2% |
| 7D | -1.2% | +4.1% | -5.3% | -4.5% |
| 30D | +7.6% | +9.9% | -2.3% | -0.6% |
| 3M | -10.7% | +2.3% | -12.9% | -12.2% |
| 6M | +0.9% | +9.6% | -8.7% | -7.0% |
| YTD | -27.3% | +9.1% | -36.4% | -32.7% |
| 1Y | -27.2% | +16.2% | -43.4% | -36.2% |
| 3Y | -11.4% | +60.1% | -71.5% | -41.6% |
| 5Y | -20.0% | -0.5% | -19.5% | -26.2% |
| All | -20.0% | -1.7% | -18.3% | -26.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling