+64.3%
XLF vs OWL
-15.1%
+79.4%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.2% | -0.6% | +0.3% |
| 7D | -1.5% | -10.1% | +8.7% | +1.3% |
| 30D | -1.2% | -11.9% | +10.8% | +2.0% |
| 3M | +9.2% | +10.7% | -1.5% | +5.4% |
| 6M | +16.3% | +22.1% | -5.8% | +8.3% |
| YTD | +5.4% | -24.8% | +30.2% | +12.3% |
| 1Y | +7.6% | -39.2% | +46.8% | +21.2% |
| 3Y | +74.2% | +1.7% | +72.5% | +61.5% |
| All | +64.3% | -15.1% | +79.4% | +51.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling