-59.0%
XYZ vs OWL
+22.0%
-80.9%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +5.6% | -2.0% | +0.2% |
| 7D | +14.9% | -2.4% | +17.2% | +16.6% |
| 30D | +14.7% | +9.3% | +5.4% | +8.4% |
| 3M | +12.1% | -11.0% | +23.1% | +19.3% |
| 6M | +18.3% | +2.4% | +15.9% | +14.0% |
| YTD | +36.1% | -26.2% | +62.2% | +57.9% |
| 1Y | +35.3% | -27.4% | +62.8% | +57.8% |
| 3Y | +73.5% | -8.7% | +82.2% | +63.3% |
| 5Y | -61.6% | -19.3% | -42.3% | -66.3% |
| All | -59.0% | +22.0% | -80.9% | -64.4% |
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