+45.7%
OWL vs EXEL
+193.7%
-148.1%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.7% |
| 7D | -2.2% | +8.4% | -10.6% | -3.8% |
| 30D | +3.7% | +4.1% | -0.4% | +2.7% |
| 3M | +17.5% | +12.4% | +5.1% | +14.7% |
| 6M | +18.5% | +41.5% | -23.0% | +10.3% |
| YTD | -16.3% | +34.6% | -51.0% | -21.5% |
| 1Y | -29.7% | +57.9% | -87.6% | -36.4% |
| 3Y | +14.2% | +159.5% | -145.3% | -9.6% |
| 5Y | +2.5% | +198.5% | -196.0% | -22.7% |
| All | +45.7% | +193.7% | -148.1% | +11.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling