+67.7%
XLB vs OWL
+38.2%
+29.5%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.4% | -0.2% |
| 7D | -1.4% | -2.2% | +0.9% | -1.0% |
| 30D | -0.4% | +3.7% | -4.1% | -1.3% |
| 3M | +2.0% | +17.5% | -15.6% | -1.8% |
| 6M | +1.8% | +18.5% | -16.7% | -2.7% |
| YTD | +16.6% | -16.3% | +32.9% | +19.6% |
| 1Y | +16.9% | -29.7% | +46.7% | +24.0% |
| 3Y | +32.6% | +14.2% | +18.4% | +22.6% |
| 5Y | +35.6% | +2.5% | +33.2% | +22.4% |
| All | +67.7% | +38.2% | +29.5% | +49.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling