+118.0%
XLI vs OWL
+38.2%
+79.8%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.2% | +0.6% |
| 7D | -1.1% | -2.2% | +1.2% | -0.6% |
| 30D | -5.9% | +3.7% | -9.6% | -6.8% |
| 3M | -0.3% | +17.5% | -17.8% | -4.0% |
| 6M | +0.1% | +18.5% | -18.4% | -4.4% |
| YTD | +13.6% | -16.3% | +29.9% | +16.5% |
| 1Y | +17.2% | -29.7% | +46.9% | +24.3% |
| 3Y | +68.2% | +14.2% | +54.0% | +58.7% |
| 5Y | +80.7% | +2.5% | +78.2% | +66.8% |
| All | +118.0% | +38.2% | +79.8% | +96.0% |
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 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