+62.3%
XLB vs OWL
+22.7%
+39.6%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.0% | +2.7% | -0.4% |
| 7D | -3.5% | -11.9% | +8.4% | -1.1% |
| 30D | -4.7% | -13.7% | +9.1% | -1.9% |
| 3M | +2.7% | +12.3% | -9.5% | -0.2% |
| 6M | +2.6% | +15.0% | -12.4% | -1.5% |
| YTD | +12.8% | -25.7% | +38.6% | +18.6% |
| 1Y | +14.0% | -39.5% | +53.5% | +24.7% |
| 3Y | +31.5% | +0.9% | +30.6% | +24.7% |
| 5Y | +33.4% | -16.5% | +50.0% | +23.7% |
| All | +62.3% | +22.7% | +39.6% | +47.8% |
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 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