-62.9%
XYZ vs OWL
+32.0%
-94.9%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -4.5% | +1.3% | -0.5% |
| 7D | +2.9% | -3.9% | +6.8% | +5.3% |
| 30D | +1.4% | -3.7% | +5.1% | +3.5% |
| 3M | +14.6% | +21.4% | -6.8% | +0.6% |
| 6M | +20.8% | +18.3% | +2.4% | +5.9% |
| YTD | +23.1% | -20.1% | +43.2% | +37.0% |
| 1Y | +5.6% | -32.8% | +38.4% | +28.8% |
| 3Y | +50.9% | +8.6% | +42.3% | +27.6% |
| 5Y | -68.6% | -4.5% | -64.1% | -73.4% |
| All | -62.9% | +32.0% | -94.9% | -69.1% |
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