+19.9%
XBI vs OWL
-15.1%
+35.0%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.2% | -1.6% | -0.8% |
| 7D | -4.6% | -10.1% | +5.5% | -1.2% |
| 30D | -2.0% | -11.9% | +9.9% | +2.0% |
| 3M | +17.8% | +10.7% | +7.1% | +12.5% |
| 6M | +23.7% | +22.1% | +1.6% | +13.1% |
| YTD | +28.2% | -24.8% | +53.0% | +38.4% |
| 1Y | +64.0% | -39.2% | +103.2% | +90.0% |
| 3Y | +99.4% | +1.7% | +97.7% | +71.3% |
| All | +19.9% | -15.1% | +35.0% | +4.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling