+5.6%
XYZ vs OWL
-32.2%
+37.8%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -4.5% | +1.3% | -1.8% |
| 7D | +2.9% | -3.9% | +6.8% | +4.1% |
| 30D | +1.4% | -3.7% | +5.1% | +2.6% |
| 3M | +14.6% | +21.4% | -6.8% | +8.4% |
| 6M | +20.8% | +18.3% | +2.4% | +14.3% |
| YTD | +23.1% | -20.1% | +43.2% | +29.1% |
| 1Y | +5.6% | -32.8% | +38.4% | +11.5% |
| All | +5.6% | -32.2% | +37.8% | +11.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling