+82.8%
EXC vs OWL
+38.2%
+44.6%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.3% | -1.0% |
| 7D | +0.3% | -2.2% | +2.5% | +0.4% |
| 30D | -3.7% | +3.7% | -7.4% | -3.9% |
| 3M | -1.3% | +17.5% | -18.8% | -2.0% |
| 6M | -9.7% | +18.5% | -28.2% | -10.5% |
| YTD | +2.9% | -16.3% | +19.2% | +3.7% |
| 1Y | +4.4% | -29.7% | +34.1% | +6.1% |
| 3Y | +22.2% | +14.2% | +8.1% | +16.6% |
| 5Y | +46.7% | +2.5% | +44.2% | +37.4% |
| All | +82.8% | +38.2% | +44.6% | +67.3% |
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