+263.4%
XOP vs OWL
+38.2%
+225.2%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | -0.1% | -0.7% |
| 7D | +2.6% | -2.2% | +4.8% | +3.1% |
| 30D | +15.4% | +3.7% | +11.8% | +14.1% |
| 3M | +12.1% | +17.5% | -5.5% | +6.7% |
| 6M | +19.7% | +18.5% | +1.1% | +12.5% |
| YTD | +52.4% | -16.3% | +68.7% | +57.3% |
| 1Y | +47.6% | -29.7% | +77.3% | +59.2% |
| 3Y | +34.4% | +14.2% | +20.2% | +23.8% |
| 5Y | +154.4% | +2.5% | +151.9% | +132.3% |
| All | +263.4% | +38.2% | +225.2% | +217.6% |
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