+91.1%
EXPE vs OWL
-3.7%
+94.8%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -4.5% | -3.4% | -5.8% |
| 7D | -9.8% | -3.9% | -5.8% | -8.0% |
| 30D | -11.5% | -3.7% | -7.8% | -10.2% |
| 3M | +21.7% | +21.4% | +0.3% | +10.0% |
| 6M | +10.4% | +18.3% | -8.0% | -0.4% |
| YTD | -2.5% | -20.1% | +17.6% | +6.3% |
| 1Y | +27.3% | -32.8% | +60.1% | +49.2% |
| 3Y | +153.5% | +8.6% | +145.0% | +117.7% |
| 5Y | +91.1% | -4.5% | +95.5% | +59.1% |
| All | +91.1% | -3.7% | +94.8% | +59.1% |
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 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