+26.6%
OWL vs EXPD
+120.8%
-94.3%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.2% | -1.3% | -1.4% |
| 7D | -1.2% | -7.4% | +6.2% | +2.6% |
| 30D | +7.6% | -2.1% | +9.7% | +8.6% |
| 3M | -10.7% | +5.7% | -16.4% | -13.2% |
| 6M | +0.9% | +21.4% | -20.5% | -8.7% |
| YTD | -27.3% | +27.6% | -54.9% | -36.9% |
| 1Y | -27.2% | +36.1% | -63.3% | -39.1% |
| 3Y | -11.4% | +69.9% | -81.3% | -36.7% |
| 5Y | -20.0% | +59.7% | -79.7% | -44.4% |
| All | +26.6% | +120.8% | -94.3% | -18.3% |
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