+30.9%
OWL vs XYL
+15.5%
+15.4%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.4% | +0.9% | +1.0% |
| 7D | -10.1% | +1.2% | -11.3% | -10.9% |
| 30D | -11.9% | -11.9% | 0.0% | -4.6% |
| 3M | +10.7% | -1.5% | +12.3% | +11.2% |
| 6M | +22.1% | -11.9% | +34.0% | +30.7% |
| YTD | -24.8% | -20.6% | -4.2% | -14.2% |
| 1Y | -39.2% | -23.5% | -15.7% | -28.8% |
| 3Y | +1.7% | +14.9% | -13.1% | -11.5% |
| 5Y | -15.5% | -15.3% | -0.2% | -21.0% |
| All | +30.9% | +15.5% | +15.4% | +16.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL 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 XYL 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