+35.5%
XLV vs OWL
-15.1%
+50.6%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.2% | -1.4% | -0.3% |
| 7D | -3.6% | -10.1% | +6.6% | -2.4% |
| 30D | -1.8% | -11.9% | +10.1% | -0.4% |
| 3M | +7.8% | +10.7% | -2.9% | +6.2% |
| 6M | +9.1% | +22.1% | -13.0% | +5.8% |
| YTD | +7.7% | -24.8% | +32.5% | +10.7% |
| 1Y | +20.4% | -39.2% | +59.6% | +26.9% |
| 3Y | +30.8% | +1.7% | +29.0% | +24.2% |
| All | +35.5% | -15.1% | +50.6% | +26.8% |
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