+29.2%
OWL vs EXPD
+127.1%
-98.0%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.9% | -3.1% | -1.6% |
| 7D | -2.1% | -1.6% | -0.6% | -1.3% |
| 30D | +11.6% | +0.6% | +11.0% | +11.1% |
| 3M | -13.8% | +9.8% | -23.6% | -17.8% |
| 6M | +7.8% | +25.8% | -17.9% | -4.1% |
| YTD | -25.8% | +31.3% | -57.1% | -36.5% |
| 1Y | -26.5% | +40.9% | -67.4% | -39.7% |
| 3Y | -9.6% | +74.7% | -84.3% | -36.3% |
| 5Y | -20.8% | +62.9% | -83.7% | -45.6% |
| All | +29.2% | +127.1% | -98.0% | -17.8% |
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