+390.7%
XOM vs OWL
+24.2%
+366.5%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.2% | -0.8% | +0.3% |
| 7D | +4.1% | -10.1% | +14.2% | +5.2% |
| 30D | +4.6% | -11.9% | +16.5% | +5.8% |
| 3M | +14.0% | +10.7% | +3.2% | +12.2% |
| 6M | +11.0% | +22.1% | -11.2% | +7.4% |
| YTD | +40.7% | -24.8% | +65.5% | +44.6% |
| 1Y | +52.3% | -39.2% | +91.5% | +60.6% |
| 3Y | +60.5% | +1.7% | +58.7% | +55.0% |
| 5Y | +266.4% | -15.5% | +281.9% | +250.9% |
| All | +390.7% | +24.2% | +366.5% | +359.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling