+83.1%
EXC vs OWL
+27.7%
+55.3%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.2% | +2.6% | -0.4% |
| 7D | +0.3% | -6.4% | +6.7% | +0.6% |
| 30D | -0.9% | -5.0% | +4.1% | -0.7% |
| 3M | -2.7% | +15.4% | -18.1% | -3.3% |
| 6M | -9.4% | +15.5% | -24.9% | -10.1% |
| YTD | +3.0% | -22.7% | +25.7% | +4.2% |
| 1Y | +5.1% | -34.1% | +39.2% | +7.1% |
| 3Y | +20.6% | +5.1% | +15.5% | +15.5% |
| 5Y | +45.7% | -11.5% | +57.2% | +37.0% |
| All | +83.1% | +27.7% | +55.3% | +68.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling