+38.4%
XLC vs OWL
-3.8%
+42.2%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.5% | +4.1% | +0.7% |
| 7D | +0.6% | -3.9% | +4.5% | +1.6% |
| 30D | +0.2% | -3.7% | +3.9% | +1.0% |
| 3M | +0.6% | +21.4% | -20.7% | -5.0% |
| 6M | -4.5% | +18.3% | -22.9% | -10.1% |
| YTD | -4.7% | -20.1% | +15.4% | -0.2% |
| 1Y | -1.7% | -32.8% | +31.1% | +7.7% |
| 3Y | +72.3% | +8.6% | +63.7% | +52.3% |
| All | +38.4% | -3.8% | +42.2% | +18.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling