+125.2%
XLF vs OWL
+32.0%
+93.2%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.5% | +3.1% | -0.3% |
| 7D | +0.2% | -3.9% | +4.1% | +1.1% |
| 30D | -0.5% | -3.7% | +3.1% | +0.1% |
| 3M | +10.6% | +21.4% | -10.8% | +5.2% |
| 6M | +14.3% | +18.3% | -4.1% | +8.5% |
| YTD | +5.5% | -20.1% | +25.6% | +9.7% |
| 1Y | +9.6% | -32.8% | +42.3% | +18.1% |
| 3Y | +75.2% | +8.6% | +66.6% | +65.5% |
| 5Y | +65.5% | -4.5% | +70.0% | +52.7% |
| All | +125.2% | +32.0% | +93.2% | +104.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling