+122.3%
EXPE vs OWL
-8.9%
+131.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -7.0% |
| 3M | -19.0% | -13.8% | -5.2% | -14.3% |
| 6M | +17.7% | +7.8% | +9.9% | +13.2% |
| YTD | -7.8% | -25.8% | +18.0% | +2.8% |
| 1Y | -1.4% | -26.5% | +25.1% | +10.0% |
| All | +122.3% | -8.9% | +131.2% | +159.0% |
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