+29.3%
OWL vs EXEL
+185.9%
-156.6%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.5% | -2.4% | -3.7% |
| 7D | -11.9% | -2.9% | -9.0% | -11.4% |
| 30D | -13.7% | +11.9% | -25.6% | -15.6% |
| 3M | +12.3% | +9.2% | +3.0% | +10.2% |
| 6M | +15.0% | +39.1% | -24.1% | +7.4% |
| YTD | -25.7% | +31.0% | -56.8% | -30.0% |
| 1Y | -39.5% | +52.3% | -91.8% | -44.9% |
| 3Y | +0.9% | +159.7% | -158.8% | -20.3% |
| 5Y | -16.5% | +187.7% | -204.3% | -36.7% |
| All | +29.3% | +185.9% | -156.6% | -1.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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