+46.9%
XLP vs OWL
+38.2%
+8.7%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +2.8% |
| 6M | -1.7% | +18.5% | -20.3% | -2.9% |
| YTD | +10.3% | -16.3% | +26.6% | +11.2% |
| 1Y | +7.8% | -29.7% | +37.5% | +9.8% |
| 3Y | +27.2% | +14.2% | +13.0% | +22.7% |
| 5Y | +32.5% | +2.5% | +30.0% | +25.9% |
| All | +46.9% | +38.2% | +8.7% | +36.1% |
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