+68.7%
XLC vs OWL
+3.8%
+64.9%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.2% | +2.6% | 0.0% |
| 7D | -1.4% | -6.4% | +5.0% | -0.2% |
| 30D | -0.9% | -5.0% | +4.1% | -0.1% |
| 3M | -0.3% | +15.4% | -15.7% | -3.4% |
| 6M | -5.2% | +15.5% | -20.7% | -8.7% |
| YTD | -5.3% | -22.7% | +17.4% | -1.0% |
| 1Y | -2.8% | -34.1% | +31.2% | +5.0% |
| All | +68.7% | +3.8% | +64.9% | +62.5% |
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