+114.4%
XLI vs OWL
+24.2%
+90.2%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.2% | -0.2% | +0.8% |
| 7D | -1.7% | -10.1% | +8.5% | +0.5% |
| 30D | -7.3% | -11.9% | +4.7% | -5.0% |
| 3M | -1.3% | +10.7% | -12.1% | -3.9% |
| 6M | +2.2% | +22.1% | -19.9% | -3.1% |
| YTD | +11.7% | -24.8% | +36.5% | +17.1% |
| 1Y | +14.3% | -39.2% | +53.5% | +25.0% |
| 3Y | +70.3% | +1.7% | +68.6% | +64.5% |
| 5Y | +82.3% | -15.5% | +97.8% | +72.5% |
| All | +114.4% | +24.2% | +90.2% | +97.0% |
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