+30.1%
XYZ vs OWL
-25.8%
+55.8%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.2% |
| 7D | -2.2% | -2.1% | 0.0% | -1.4% |
| 30D | +11.6% | +11.6% | 0.0% | +7.3% |
| 3M | +8.4% | -13.8% | +22.2% | +13.8% |
| 6M | +17.2% | +7.8% | +9.3% | +14.2% |
| YTD | +31.7% | -25.8% | +57.5% | +47.8% |
| 1Y | +30.1% | -26.5% | +56.5% | +44.1% |
| All | +30.1% | -25.8% | +55.8% | +44.1% |
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 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