+64.6%
XLC vs OWL
-8.9%
+73.5%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.8% |
| 7D | +3.5% | -2.1% | +5.6% | +3.8% |
| 30D | -2.6% | +11.6% | -14.1% | -4.7% |
| 3M | -2.1% | -13.8% | +11.7% | +0.3% |
| 6M | -5.5% | +7.8% | -13.3% | -7.6% |
| YTD | -6.9% | -25.8% | +18.9% | -2.1% |
| 1Y | -3.7% | -26.5% | +22.8% | +1.3% |
| All | +64.6% | -8.9% | +73.5% | +59.6% |
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