+214.3%
XLK vs OWL
+24.2%
+190.1%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.2% | +0.1% | +1.0% |
| 7D | +0.2% | -10.1% | +10.3% | +3.3% |
| 30D | -0.6% | -11.9% | +11.3% | +2.9% |
| 3M | +2.6% | +10.7% | -8.2% | -1.1% |
| 6M | +34.0% | +22.1% | +11.8% | +24.3% |
| YTD | +30.7% | -24.8% | +55.5% | +39.8% |
| 1Y | +39.2% | -39.2% | +78.4% | +57.9% |
| 3Y | +120.4% | +1.7% | +118.7% | +111.8% |
| 5Y | +148.8% | -15.5% | +164.3% | +133.2% |
| All | +214.3% | +24.2% | +190.1% | +187.0% |
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