+29.3%
OWL vs EXR
+52.8%
-23.5%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.6% | -4.6% | -4.2% |
| 7D | -11.9% | -3.2% | -8.7% | -10.8% |
| 30D | -13.7% | -6.9% | -6.8% | -11.4% |
| 3M | +12.3% | -7.8% | +20.0% | +15.5% |
| 6M | +15.0% | -4.9% | +19.9% | +16.8% |
| YTD | -25.7% | +7.2% | -32.9% | -28.3% |
| 1Y | -39.5% | -1.5% | -38.0% | -39.7% |
| 3Y | +0.9% | +22.3% | -21.4% | -11.4% |
| 5Y | -16.5% | -10.9% | -5.6% | -15.3% |
| All | +29.3% | +52.8% | -23.5% | +38.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EXR.
Daily Out/Under-Performance
Portfolio return minus EXR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXR 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 EXR 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