+238.9%
OXY vs OWL
+32.0%
+206.9%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.5% | +5.5% | +1.8% |
| 7D | -0.5% | -3.9% | +3.4% | +0.2% |
| 30D | +8.5% | -3.7% | +12.1% | +8.9% |
| 3M | +6.0% | +21.4% | -15.4% | +1.6% |
| 6M | +13.0% | +18.3% | -5.4% | +7.9% |
| YTD | +48.9% | -20.1% | +69.0% | +54.0% |
| 1Y | +36.4% | -32.8% | +69.2% | +46.1% |
| 3Y | -2.3% | +8.6% | -10.8% | -8.2% |
| 5Y | +160.6% | -4.5% | +165.1% | +144.6% |
| All | +238.9% | +32.0% | +206.9% | +193.8% |
Cumulative growth
Daily Returns
Daily percentage return beside OWL.
Daily Out/Under-Performance
Portfolio return minus OWL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OWL 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 OWL 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