-39.2%
OWL vs EXE
+1.0%
-40.2%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.1% | +3.4% | +1.2% |
| 7D | -10.1% | -3.1% | -7.0% | -10.2% |
| 30D | -11.9% | -0.9% | -11.0% | -12.0% |
| 3M | +10.7% | +9.6% | +1.2% | +10.8% |
| 6M | +22.1% | -11.6% | +33.7% | +22.5% |
| YTD | -24.8% | -12.6% | -12.2% | -23.5% |
| 1Y | -39.2% | +1.2% | -40.4% | -37.4% |
| All | -39.2% | +1.0% | -40.2% | -37.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling