+44.2%
XLU vs OWL
-15.1%
+59.3%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.2% | -1.6% | -0.4% |
| 7D | -1.6% | -10.1% | +8.5% | -0.6% |
| 30D | -3.3% | -11.9% | +8.6% | -2.2% |
| 3M | -3.2% | +10.7% | -13.9% | -4.5% |
| 6M | -7.0% | +22.1% | -29.1% | -9.5% |
| YTD | +0.6% | -24.8% | +25.4% | +3.3% |
| 1Y | +2.4% | -39.2% | +41.6% | +7.6% |
| 3Y | +46.3% | +1.7% | +44.5% | +40.3% |
| All | +44.2% | -15.1% | +59.3% | +34.8% |
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