+253.6%
XOP vs OWL
+17.3%
+236.3%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.9% |
| 7D | +6.3% | +1.5% | +4.8% | +5.9% |
| 30D | -6.6% | +13.4% | -20.0% | -9.8% |
| 3M | +3.6% | -21.2% | +24.8% | +8.8% |
| 6M | +10.8% | +4.0% | +6.7% | +7.4% |
| YTD | +48.3% | -29.0% | +77.3% | +58.1% |
| 1Y | +42.9% | -28.4% | +71.4% | +51.7% |
| 3Y | +43.3% | -14.5% | +57.8% | +41.8% |
| 5Y | +94.0% | -21.5% | +115.4% | +84.6% |
| All | +253.6% | +17.3% | +236.3% | +219.2% |
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