+51.1%
XLY vs OWL
+24.2%
+26.9%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.2% | -0.4% | +0.5% |
| 7D | -1.7% | -10.1% | +8.4% | +1.2% |
| 30D | -4.2% | -11.9% | +7.7% | -0.9% |
| 3M | -2.7% | +10.7% | -13.4% | -6.0% |
| 6M | -0.6% | +22.1% | -22.8% | -7.5% |
| YTD | -5.0% | -24.8% | +19.8% | +1.2% |
| 1Y | -4.1% | -39.2% | +35.1% | +8.2% |
| 3Y | +33.6% | +1.7% | +31.8% | +25.9% |
| 5Y | +28.7% | -15.5% | +44.2% | +18.1% |
| All | +51.1% | +24.2% | +26.9% | +36.3% |
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