+1.0%
XLU vs OWL
-28.0%
+29.0%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.1% | -2.7% | +0.4% |
| 7D | +2.6% | +10.1% | -7.5% | +2.4% |
| 30D | +9.1% | +18.7% | -9.6% | +8.8% |
| 3M | -0.4% | -6.2% | +5.8% | -0.7% |
| 6M | -4.7% | +9.8% | -14.4% | -4.9% |
| YTD | +4.3% | -24.2% | +28.5% | +4.8% |
| 1Y | +1.0% | -26.6% | +27.6% | +1.5% |
| All | +1.0% | -28.0% | +29.0% | +1.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling