+308.5%
XLE vs OWL
+27.7%
+280.8%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.2% | +4.0% | +1.3% |
| 7D | +0.3% | -6.4% | +6.7% | +1.3% |
| 30D | +8.5% | -5.0% | +13.5% | +9.2% |
| 3M | +14.6% | +15.4% | -0.8% | +11.2% |
| 6M | +17.6% | +15.5% | +2.1% | +13.3% |
| YTD | +48.1% | -22.7% | +70.8% | +53.3% |
| 1Y | +53.8% | -34.1% | +87.8% | +63.5% |
| 3Y | +56.2% | +5.1% | +51.1% | +50.4% |
| 5Y | +227.7% | -11.5% | +239.2% | +212.8% |
| All | +308.5% | +27.7% | +280.8% | +278.3% |
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