+34.6%
OWL vs EXPD
+119.8%
-85.2%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.3% | -4.5% | -3.8% |
| 7D | -6.4% | +1.2% | -7.5% | -6.9% |
| 30D | -5.0% | +5.2% | -10.2% | -7.4% |
| 3M | +15.4% | +13.2% | +2.2% | +8.3% |
| 6M | +15.5% | +30.3% | -14.8% | +0.6% |
| YTD | -22.7% | +27.0% | -49.7% | -32.7% |
| 1Y | -34.1% | +57.3% | -91.4% | -49.6% |
| 3Y | +5.1% | +70.0% | -64.9% | -25.0% |
| 5Y | -11.5% | +61.6% | -73.1% | -38.7% |
| All | +34.6% | +119.8% | -85.2% | -12.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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