+59.5%
XLP vs OWL
+16.3%
+43.2%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -7.1% | +6.4% | -0.3% |
| 7D | +3.5% | -5.0% | +8.5% | +3.8% |
| 30D | +11.6% | +9.0% | +2.5% | +11.0% |
| 3M | +7.6% | -12.7% | +20.4% | +8.3% |
| 6M | +10.0% | -4.0% | +14.1% | +10.0% |
| YTD | +19.7% | -29.6% | +49.3% | +21.8% |
| 1Y | +23.5% | -31.9% | +55.4% | +25.8% |
| 3Y | +44.0% | -13.1% | +57.1% | +41.5% |
| 5Y | +42.7% | -27.0% | +69.7% | +37.4% |
| All | +59.5% | +16.3% | +43.2% | +49.1% |
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