+39.4%
XOP vs OWL
+3.8%
+35.6%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.2% | +3.8% | +1.2% |
| 7D | +1.0% | -6.4% | +7.3% | +2.2% |
| 30D | +10.8% | -5.0% | +15.8% | +11.6% |
| 3M | +19.5% | +15.4% | +4.0% | +14.8% |
| 6M | +21.6% | +15.5% | +6.1% | +15.7% |
| YTD | +55.8% | -22.7% | +78.5% | +66.1% |
| 1Y | +54.6% | -34.1% | +88.7% | +72.4% |
| All | +39.4% | +3.8% | +35.6% | +40.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling