+42.8%
XLP vs OWL
-12.9%
+55.6%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.3% | +3.9% | -0.3% |
| 7D | -0.2% | +0.8% | -1.0% | -0.2% |
| 30D | +8.2% | +7.3% | +0.8% | +8.0% |
| 3M | +7.7% | -16.8% | +24.6% | +8.0% |
| 6M | +9.3% | +4.0% | +5.3% | +9.2% |
| YTD | +19.5% | -29.0% | +48.5% | +20.5% |
| 1Y | +21.0% | -29.7% | +50.7% | +22.0% |
| All | +42.8% | -12.9% | +55.6% | +44.7% |
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