-14.5%
OWL vs EXE
+21.0%
-35.5%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.2% |
| 7D | +1.5% | +5.3% | -3.8% | +0.1% |
| 30D | +13.4% | -2.2% | +15.6% | +13.9% |
| 3M | -21.2% | -5.9% | -15.4% | -20.1% |
| 6M | +4.0% | -5.7% | +9.7% | +5.0% |
| YTD | -29.0% | -17.8% | -11.2% | -25.3% |
| 1Y | -28.4% | -23.1% | -5.3% | -22.3% |
| 3Y | -14.5% | +21.2% | -35.7% | -25.2% |
| All | -14.5% | +21.0% | -35.5% | -25.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling