+120.4%
XLK vs OWL
+0.9%
+119.5%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.2% | +0.1% | +0.9% |
| 7D | +0.2% | -10.1% | +10.3% | +3.5% |
| 30D | -0.6% | -11.9% | +11.3% | +3.1% |
| 3M | +2.6% | +10.7% | -8.2% | -1.3% |
| 6M | +34.0% | +22.1% | +11.8% | +23.6% |
| YTD | +30.7% | -24.8% | +55.5% | +41.5% |
| 1Y | +39.2% | -39.2% | +78.4% | +61.4% |
| 3Y | +120.4% | +1.7% | +118.7% | +131.6% |
| All | +120.4% | +0.9% | +119.5% | +131.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling