-16.5%
OWL vs XYL
-15.8%
-0.7%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.0% | -2.9% | -3.3% |
| 7D | -11.9% | -1.2% | -10.7% | -11.3% |
| 30D | -13.7% | -13.2% | -0.5% | -5.2% |
| 3M | +12.3% | -0.2% | +12.4% | +11.6% |
| 6M | +15.0% | -12.5% | +27.5% | +24.0% |
| YTD | -25.7% | -20.9% | -4.8% | -14.5% |
| 1Y | -39.5% | -21.6% | -17.9% | -30.0% |
| 3Y | +0.9% | +16.1% | -15.2% | -14.7% |
| 5Y | -16.5% | -15.6% | -0.9% | -21.4% |
| All | -16.5% | -15.8% | -0.7% | -21.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling