+53.8%
XLE vs OWL
-34.7%
+88.5%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.2% | +4.0% | +0.8% |
| 7D | +0.3% | -6.4% | +6.7% | +0.2% |
| 30D | +8.5% | -5.0% | +13.5% | +8.4% |
| 3M | +14.6% | +15.4% | -0.8% | +14.5% |
| 6M | +17.6% | +15.5% | +2.1% | +17.6% |
| YTD | +48.1% | -22.7% | +70.8% | +53.5% |
| 1Y | +53.8% | -34.1% | +87.8% | +60.9% |
| All | +53.8% | -34.7% | +88.5% | +60.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling