+52.6%
XOM vs OWL
-28.0%
+80.6%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +3.1% | -7.7% | -4.3% |
| 7D | -7.0% | +10.1% | -17.1% | -6.2% |
| 30D | +3.2% | +18.7% | -15.5% | +4.7% |
| 3M | +10.7% | -6.2% | +16.8% | +10.5% |
| 6M | +11.6% | +9.8% | +1.8% | +12.3% |
| YTD | +43.5% | -24.2% | +67.6% | +48.3% |
| 1Y | +52.6% | -26.6% | +79.2% | +57.9% |
| All | +52.6% | -28.0% | +80.6% | +57.9% |
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