+34.1%
XLP vs OWL
-0.3%
+34.4%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.8% |
| 7D | -1.0% | -2.2% | +1.2% | -0.9% |
| 30D | -0.9% | +3.7% | -4.6% | -1.1% |
| 3M | +3.8% | +17.5% | -13.7% | +2.7% |
| 6M | -1.7% | +18.5% | -20.3% | -3.0% |
| YTD | +10.3% | -16.3% | +26.6% | +11.4% |
| 1Y | +7.8% | -29.7% | +37.5% | +10.1% |
| 3Y | +27.2% | +14.2% | +13.0% | +21.3% |
| All | +34.1% | -0.3% | +34.4% | +24.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling