-1.7%
XLC vs OWL
-29.0%
+27.3%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | +3.7% | +1.5% | +2.2% | +3.6% |
| 30D | -1.9% | +13.4% | -15.4% | -3.1% |
| 3M | -3.1% | -21.2% | +18.1% | -1.1% |
| 6M | -6.4% | +4.0% | -10.4% | -6.7% |
| YTD | -6.8% | -29.0% | +22.2% | -5.3% |
| 1Y | -1.7% | -28.4% | +26.7% | -0.3% |
| All | -1.7% | -29.0% | +27.3% | -0.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling