+113.6%
EXPE vs OWL
+22.6%
+91.0%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.2% | +2.6% | +2.5% |
| 7D | -17.8% | -2.1% | -15.6% | -16.8% |
| 30D | -3.2% | +11.6% | -14.8% | -7.1% |
| 3M | -19.0% | -13.8% | -5.2% | -14.2% |
| 6M | +17.7% | +7.8% | +9.9% | +13.0% |
| YTD | -7.8% | -25.8% | +18.0% | +2.2% |
| 1Y | -1.4% | -26.5% | +25.1% | +9.4% |
| 3Y | +121.9% | -9.6% | +131.5% | +117.9% |
| 5Y | +44.3% | -20.8% | +65.1% | +32.3% |
| All | +113.6% | +22.6% | +91.0% | +86.1% |
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