+39.1%
OWL vs XYL
+17.5%
+21.6%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +3.0% | -7.5% | -6.4% |
| 7D | -3.9% | +1.8% | -5.7% | -5.1% |
| 30D | -3.7% | -9.2% | +5.6% | +2.4% |
| 3M | +21.4% | -0.3% | +21.7% | +20.8% |
| 6M | +18.3% | -11.0% | +29.3% | +25.8% |
| YTD | -20.1% | -19.2% | -0.9% | -9.9% |
| 1Y | -32.8% | -21.2% | -11.6% | -22.9% |
| 3Y | +8.6% | +18.6% | -10.0% | -7.6% |
| 5Y | -4.5% | -14.3% | +9.9% | -11.6% |
| All | +39.1% | +17.5% | +21.6% | +22.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling