+154.8%
EXPE vs OWL
+3.8%
+151.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.2% | +2.5% | +0.6% |
| 7D | -11.5% | -6.4% | -5.1% | -9.1% |
| 30D | -13.1% | -5.0% | -8.1% | -11.4% |
| 3M | +18.1% | +15.4% | +2.7% | +10.5% |
| 6M | +13.3% | +15.5% | -2.2% | +4.6% |
| YTD | -3.2% | -22.7% | +19.4% | +6.7% |
| 1Y | +26.1% | -34.1% | +60.2% | +47.3% |
| All | +154.8% | +3.8% | +151.0% | +118.5% |
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