+39.0%
XEL vs OWL
+24.2%
+14.8%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.2% | -1.1% | +0.1% |
| 7D | -0.3% | -10.1% | +9.8% | +0.1% |
| 30D | -3.9% | -11.9% | +8.0% | -3.5% |
| 3M | -2.8% | +10.7% | -13.5% | -3.3% |
| 6M | -5.4% | +22.1% | -27.5% | -6.3% |
| YTD | +3.8% | -24.8% | +28.6% | +4.7% |
| 1Y | +6.8% | -39.2% | +46.0% | +8.8% |
| 3Y | +45.6% | +1.7% | +43.8% | +42.3% |
| 5Y | +30.7% | -15.5% | +46.2% | +24.9% |
| All | +39.0% | +24.2% | +14.8% | +34.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling