-8.5%
OWL vs EXEL
+191.3%
-199.8%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -2.3% | -2.2% | -4.0% |
| 7D | -3.9% | +1.4% | -5.3% | -4.2% |
| 30D | -3.7% | +6.7% | -10.3% | -5.2% |
| 3M | +21.4% | +11.5% | +9.9% | +18.2% |
| 6M | +18.3% | +38.8% | -20.5% | +9.0% |
| YTD | -20.1% | +31.6% | -51.7% | -25.7% |
| 1Y | -32.8% | +53.0% | -85.8% | -40.1% |
| 3Y | +8.6% | +160.8% | -152.3% | -20.8% |
| All | -8.5% | +191.3% | -199.8% | -39.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling