+24.3%
XLP vs OWL
-28.0%
+52.4%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +3.1% | +0.3% | +3.3% |
| 7D | +5.9% | +10.1% | -4.3% | +5.7% |
| 30D | +13.5% | +18.7% | -5.3% | +13.3% |
| 3M | +8.4% | -6.2% | +14.6% | +8.2% |
| 6M | +11.5% | +9.8% | +1.8% | +11.8% |
| YTD | +20.6% | -24.2% | +44.8% | +21.2% |
| 1Y | +24.3% | -26.6% | +50.9% | +24.6% |
| All | +24.3% | -28.0% | +52.4% | +24.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling