+43.0%
XLC vs OWL
-18.7%
+61.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.8% |
| 7D | +3.5% | -2.1% | +5.6% | +4.0% |
| 30D | -2.6% | +11.6% | -14.1% | -5.7% |
| 3M | -2.1% | -13.8% | +11.7% | +1.2% |
| 6M | -5.5% | +7.8% | -13.3% | -8.6% |
| YTD | -6.9% | -25.8% | +18.9% | -1.0% |
| 1Y | -3.7% | -26.5% | +22.8% | +2.4% |
| 3Y | +64.2% | -9.6% | +73.8% | +53.2% |
| 5Y | +43.0% | -20.8% | +63.9% | +30.8% |
| All | +43.0% | -18.7% | +61.7% | +30.8% |
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