-63.9%
XYZ vs OWL
-27.6%
-36.3%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.7% | +2.4% | +2.2% |
| 7D | +12.1% | -4.9% | +17.1% | +16.4% |
| 30D | +12.4% | +7.8% | +4.6% | +5.9% |
| 3M | +8.2% | -12.7% | +20.8% | +17.8% |
| 6M | +20.7% | -2.8% | +23.5% | +19.4% |
| YTD | +31.3% | -30.1% | +61.4% | +63.2% |
| 1Y | +20.5% | -29.1% | +49.6% | +46.2% |
| 3Y | +72.6% | -12.3% | +84.9% | +48.0% |
| All | -63.9% | -27.6% | -36.3% | -68.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling