+30.5%
XEL vs OWL
-15.5%
+46.1%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.0% | +2.9% | -0.8% |
| 7D | -1.2% | -11.9% | +10.7% | -0.6% |
| 30D | -2.9% | -13.7% | +10.8% | -2.2% |
| 3M | -2.7% | +12.3% | -15.0% | -3.4% |
| 6M | -6.5% | +15.0% | -21.5% | -7.5% |
| YTD | +3.6% | -25.7% | +29.4% | +5.1% |
| 1Y | +7.5% | -39.5% | +47.0% | +10.3% |
| 3Y | +46.3% | +0.9% | +45.4% | +40.6% |
| 5Y | +30.5% | -16.5% | +47.1% | +21.5% |
| All | +30.5% | -15.5% | +46.1% | +21.5% |
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