+26.6%
OWL vs EXE
+188.3%
-161.7%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.3% | -4.2% | -4.0% |
| 7D | -11.9% | -2.2% | -9.7% | -11.4% |
| 30D | -13.7% | -0.8% | -12.9% | -13.6% |
| 3M | +12.3% | +10.0% | +2.2% | +8.8% |
| 6M | +15.0% | -6.3% | +21.3% | +16.4% |
| YTD | -25.7% | -10.7% | -15.1% | -24.2% |
| 1Y | -39.5% | +2.7% | -42.2% | -41.3% |
| 3Y | +0.9% | +19.1% | -18.2% | -6.5% |
| 5Y | -16.5% | +105.4% | -122.0% | -29.3% |
| All | +26.6% | +188.3% | -161.7% | +4.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 EXE 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