-11.5%
OWL vs EXE
+100.7%
-112.1%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.6% | -1.6% | -2.7% |
| 7D | -6.4% | -2.7% | -3.7% | -5.6% |
| 30D | -5.0% | -0.4% | -4.6% | -4.9% |
| 3M | +15.4% | +9.5% | +5.9% | +11.8% |
| 6M | +15.5% | -9.3% | +24.8% | +18.2% |
| YTD | -22.7% | -10.9% | -11.8% | -21.0% |
| 1Y | -34.1% | +4.3% | -38.4% | -36.5% |
| 3Y | +5.1% | +18.8% | -13.7% | -3.1% |
| 5Y | -11.5% | +101.4% | -112.9% | -25.9% |
| All | -11.5% | +100.7% | -112.1% | -25.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling