+59.1%
XLP vs OWL
+22.8%
+36.3%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | +0.1% |
| 7D | +2.3% | +1.1% | +1.3% | +2.3% |
| 30D | +9.1% | +10.0% | -0.9% | +8.5% |
| 3M | +7.9% | -8.7% | +16.5% | +8.3% |
| 6M | +9.6% | +3.1% | +6.5% | +9.2% |
| YTD | +19.4% | -25.6% | +45.1% | +21.1% |
| 1Y | +22.4% | -25.5% | +47.9% | +24.0% |
| 3Y | +43.2% | -9.4% | +52.6% | +40.4% |
| 5Y | +42.6% | -18.2% | +60.7% | +36.6% |
| All | +59.1% | +22.8% | +36.3% | +48.3% |
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