+14.7%
XLF vs OWL
-28.0%
+42.8%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +3.1% | +0.4% | +3.0% |
| 7D | +5.5% | +10.1% | -4.7% | +3.9% |
| 30D | +9.9% | +18.7% | -8.9% | +7.0% |
| 3M | +2.6% | -6.2% | +8.8% | +3.2% |
| 6M | +15.6% | +9.8% | +5.8% | +13.2% |
| YTD | +9.4% | -24.2% | +33.6% | +14.6% |
| 1Y | +14.7% | -26.6% | +41.3% | +19.7% |
| All | +14.7% | -28.0% | +42.8% | +19.7% |
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