+45.7%
OWL vs EXPD
+120.4%
-74.7%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.7% | -1.2% |
| 7D | -2.2% | -1.1% | -1.1% | -1.7% |
| 30D | +3.7% | +4.1% | -0.4% | +1.6% |
| 3M | +17.5% | +17.9% | -0.4% | +8.1% |
| 6M | +18.5% | +29.2% | -10.7% | +3.7% |
| YTD | -16.3% | +27.4% | -43.7% | -27.3% |
| 1Y | -29.7% | +56.8% | -86.6% | -46.1% |
| 3Y | +14.2% | +68.0% | -53.9% | -17.9% |
| 5Y | +2.5% | +61.9% | -59.4% | -29.1% |
| All | +45.7% | +120.4% | -74.7% | -5.8% |
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 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