+44.7%
XLB vs OWL
-8.8%
+53.5%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.3% |
| 7D | +0.5% | +1.1% | -0.6% | +0.3% |
| 30D | +6.9% | +10.0% | -3.1% | +5.0% |
| 3M | -0.2% | -8.7% | +8.5% | +1.1% |
| 6M | +3.3% | +3.1% | +0.2% | +1.9% |
| YTD | +18.0% | -25.6% | +43.7% | +24.0% |
| 1Y | +24.2% | -25.5% | +49.7% | +30.1% |
| 3Y | +44.7% | -9.4% | +54.1% | +39.9% |
| All | +44.7% | -8.8% | +53.5% | +39.9% |
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