+257.2%
XOM vs OWL
-15.1%
+272.3%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.2% | -0.8% | +0.3% |
| 7D | +4.1% | -10.1% | +14.2% | +5.3% |
| 30D | +4.6% | -11.9% | +16.5% | +5.9% |
| 3M | +14.0% | +10.7% | +3.2% | +11.9% |
| 6M | +11.0% | +22.1% | -11.2% | +6.9% |
| YTD | +40.7% | -24.8% | +65.5% | +45.3% |
| 1Y | +52.3% | -39.2% | +91.5% | +62.1% |
| 3Y | +60.5% | +1.7% | +58.7% | +52.4% |
| All | +257.2% | -15.1% | +272.3% | +248.7% |
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