+304.8%
XLE vs OWL
+17.3%
+287.5%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -4.3% | +5.8% | +2.2% |
| 7D | +4.4% | +0.8% | +3.6% | +4.2% |
| 30D | -4.3% | +7.3% | -11.6% | -5.6% |
| 3M | +6.0% | -16.8% | +22.9% | +8.6% |
| 6M | +13.2% | +4.0% | +9.2% | +11.1% |
| YTD | +46.7% | -29.0% | +75.7% | +53.5% |
| 1Y | +46.6% | -29.7% | +76.3% | +53.4% |
| 3Y | +69.6% | -13.5% | +83.1% | +68.5% |
| 5Y | +166.5% | -21.5% | +188.0% | +157.5% |
| All | +304.8% | +17.3% | +287.5% | +278.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling