+21.7%
OWL vs EXPD
+115.5%
-93.8%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.3% | +1.5% | +0.4% |
| 7D | -4.9% | -7.2% | +2.2% | -1.5% |
| 30D | +7.8% | -3.3% | +11.1% | +9.4% |
| 3M | -12.7% | +3.4% | -16.1% | -14.3% |
| 6M | -2.8% | +22.7% | -25.5% | -12.6% |
| YTD | -30.1% | +24.5% | -54.6% | -38.6% |
| 1Y | -29.1% | +38.6% | -67.7% | -41.5% |
| 3Y | -12.3% | +71.5% | -83.8% | -37.9% |
| 5Y | -27.5% | +56.2% | -83.8% | -49.1% |
| All | +21.7% | +115.5% | -93.8% | -20.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling