-39.2%
OWL vs EXEL
+48.5%
-87.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.3% | +3.5% | +1.5% |
| 7D | -10.1% | -4.9% | -5.2% | -9.7% |
| 30D | -11.9% | +11.4% | -23.3% | -12.9% |
| 3M | +10.7% | +4.9% | +5.8% | +10.2% |
| 6M | +22.1% | +34.4% | -12.3% | +18.9% |
| YTD | -24.8% | +28.0% | -52.8% | -26.6% |
| 1Y | -39.2% | +43.6% | -82.8% | -40.8% |
| All | -39.2% | +48.5% | -87.7% | -40.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling