+21.3%
EXC vs OWL
+9.9%
+11.4%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.5% | +5.2% | +0.6% |
| 7D | +1.2% | -3.9% | +5.2% | +1.1% |
| 30D | -2.7% | -3.7% | +0.9% | -2.8% |
| 3M | -1.0% | +21.4% | -22.4% | -0.3% |
| 6M | -9.3% | +18.3% | -27.6% | -8.6% |
| YTD | +3.6% | -20.1% | +23.7% | +3.5% |
| 1Y | +5.9% | -32.8% | +38.7% | +5.4% |
| 3Y | +21.3% | +8.6% | +12.7% | +19.0% |
| All | +21.3% | +9.9% | +11.4% | +19.0% |
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 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