+69.8%
XLB vs OWL
+22.8%
+47.0%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.3% |
| 7D | +0.5% | +1.1% | -0.6% | +0.2% |
| 30D | +6.9% | +10.0% | -3.1% | +4.7% |
| 3M | -0.2% | -8.7% | +8.5% | +1.2% |
| 6M | +3.3% | +3.1% | +0.2% | +1.7% |
| YTD | +18.0% | -25.6% | +43.7% | +23.7% |
| 1Y | +24.2% | -25.5% | +49.7% | +29.8% |
| 3Y | +44.7% | -9.4% | +54.1% | +40.6% |
| 5Y | +31.6% | -18.2% | +49.7% | +21.8% |
| All | +69.8% | +22.8% | +47.0% | +54.2% |
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