+34.5%
XLB vs OWL
+9.9%
+24.6%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.5% | +3.6% | -0.2% |
| 7D | -0.2% | -3.9% | +3.7% | +0.4% |
| 30D | -1.7% | -3.7% | +1.9% | -1.3% |
| 3M | +4.4% | +21.4% | -17.0% | +0.4% |
| 6M | +5.0% | +18.3% | -13.3% | +1.0% |
| YTD | +15.5% | -20.1% | +35.6% | +19.9% |
| 1Y | +14.9% | -32.8% | +47.7% | +23.3% |
| 3Y | +34.5% | +8.6% | +26.0% | +28.6% |
| All | +34.5% | +9.9% | +24.6% | +28.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling