+374.9%
XOM vs OWL
+32.0%
+343.0%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.5% | +5.3% | +1.2% |
| 7D | -2.4% | -3.9% | +1.6% | -2.0% |
| 30D | +5.7% | -3.7% | +9.3% | +5.9% |
| 3M | +6.6% | +21.4% | -14.8% | +3.9% |
| 6M | +7.7% | +18.3% | -10.7% | +4.8% |
| YTD | +36.2% | -20.1% | +56.3% | +39.1% |
| 1Y | +50.5% | -32.8% | +83.3% | +56.9% |
| 3Y | +53.4% | +8.6% | +44.8% | +47.2% |
| 5Y | +254.2% | -4.5% | +258.6% | +236.4% |
| All | +374.9% | +32.0% | +343.0% | +341.9% |
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 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