+72.6%
XYZ vs OWL
-13.7%
+86.3%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.7% | +2.4% | +2.1% |
| 7D | +12.1% | -4.9% | +17.1% | +15.1% |
| 30D | +12.4% | +7.8% | +4.6% | +8.1% |
| 3M | +8.2% | -12.7% | +20.8% | +15.2% |
| 6M | +20.7% | -2.8% | +23.5% | +20.8% |
| YTD | +31.3% | -30.1% | +61.4% | +55.8% |
| 1Y | +20.5% | -29.1% | +49.6% | +40.6% |
| 3Y | +72.6% | -12.3% | +84.9% | +71.6% |
| All | +72.6% | -13.7% | +86.3% | +71.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling