+125.0%
XLF vs OWL
+24.2%
+100.8%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.2% | -0.6% | +0.4% |
| 7D | -1.5% | -10.1% | +8.7% | +0.9% |
| 30D | -1.2% | -11.9% | +10.8% | +1.6% |
| 3M | +9.2% | +10.7% | -1.5% | +6.0% |
| 6M | +16.3% | +22.1% | -5.8% | +9.6% |
| YTD | +5.4% | -24.8% | +30.2% | +11.1% |
| 1Y | +7.6% | -39.2% | +46.8% | +18.7% |
| 3Y | +74.2% | +1.7% | +72.5% | +67.0% |
| 5Y | +66.1% | -15.5% | +81.6% | +55.6% |
| All | +125.0% | +24.2% | +100.8% | +107.2% |
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