+46.2%
EXC vs OWL
-3.7%
+49.9%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.5% | +5.2% | +0.9% |
| 7D | +1.2% | -3.9% | +5.2% | +1.4% |
| 30D | -2.7% | -3.7% | +0.9% | -2.6% |
| 3M | -1.0% | +21.4% | -22.4% | -1.9% |
| 6M | -9.3% | +18.3% | -27.6% | -10.2% |
| YTD | +3.6% | -20.1% | +23.7% | +4.9% |
| 1Y | +5.9% | -32.8% | +38.7% | +8.2% |
| 3Y | +21.3% | +8.6% | +12.7% | +14.0% |
| 5Y | +46.2% | -4.5% | +50.6% | +33.6% |
| All | +46.2% | -3.7% | +49.9% | +33.6% |
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