+27.7%
EXC vs OWL
-13.7%
+41.3%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.2% | -2.0% |
| 7D | -1.2% | -4.9% | +3.8% | -1.2% |
| 30D | +10.0% | +7.8% | +2.2% | +10.2% |
| 3M | +1.6% | -12.7% | +14.3% | +1.2% |
| 6M | +3.3% | -2.8% | +6.1% | +3.3% |
| YTD | +7.6% | -30.1% | +37.6% | +6.9% |
| 1Y | +3.5% | -29.1% | +32.6% | +2.9% |
| 3Y | +27.7% | -12.3% | +39.9% | +33.7% |
| All | +27.7% | -13.7% | +41.3% | +33.7% |
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