+45.3%
XOP vs OWL
-28.0%
+73.3%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +3.1% | -9.5% | -6.1% |
| 7D | -10.5% | +10.1% | -20.7% | -9.8% |
| 30D | -4.3% | +18.7% | -23.1% | -3.0% |
| 3M | +4.7% | -6.2% | +10.9% | +4.6% |
| 6M | -0.1% | +9.8% | -9.8% | +0.9% |
| YTD | +43.8% | -24.2% | +68.0% | +50.0% |
| 1Y | +45.3% | -26.6% | +71.9% | +51.9% |
| All | +45.3% | -28.0% | +73.3% | +51.9% |
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