+23.6%
OWL vs XYL
+1.7%
+21.9%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | -0.1% |
| 7D | +1.5% | -3.7% | +5.3% | +3.9% |
| 30D | +13.4% | -8.3% | +21.8% | +18.1% |
| 3M | -21.2% | -21.4% | +0.2% | -9.7% |
| 6M | +4.0% | -12.9% | +17.0% | +11.1% |
| YTD | -29.0% | -30.1% | +1.1% | -13.6% |
| 1Y | -28.4% | -35.2% | +6.7% | -8.2% |
| 3Y | -14.5% | -0.8% | -13.8% | -19.5% |
| 5Y | -21.5% | -23.2% | +1.8% | -22.2% |
| All | +23.6% | +1.7% | +21.9% | +17.5% |
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