-61.7%
XYZ vs OWL
+38.2%
-99.9%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | 0.0% | -0.3% |
| 7D | -1.0% | -2.2% | +1.3% | +0.4% |
| 30D | -1.7% | +3.7% | -5.4% | -4.1% |
| 3M | +16.7% | +17.5% | -0.8% | +4.6% |
| 6M | +26.9% | +18.5% | +8.3% | +11.2% |
| YTD | +27.1% | -16.3% | +43.5% | +37.7% |
| 1Y | +9.3% | -29.7% | +39.0% | +29.7% |
| 3Y | +42.3% | +14.2% | +28.1% | +16.5% |
| 5Y | -69.3% | +2.5% | -71.8% | -74.8% |
| All | -61.7% | +38.2% | -99.9% | -69.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling