+10.0%
XBI vs OWL
+27.7%
-17.8%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.2% | +1.6% | -0.7% |
| 7D | -3.6% | -6.4% | +2.8% | -1.8% |
| 30D | +0.9% | -5.0% | +5.8% | +2.0% |
| 3M | +21.4% | +15.4% | +6.0% | +15.5% |
| 6M | +25.5% | +15.5% | +10.0% | +18.5% |
| YTD | +30.8% | -22.7% | +53.5% | +38.3% |
| 1Y | +68.6% | -34.1% | +102.6% | +85.5% |
| 3Y | +103.9% | +5.1% | +98.9% | +84.4% |
| 5Y | +20.8% | -11.5% | +32.2% | +6.9% |
| All | +10.0% | +27.7% | -17.8% | -4.0% |
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