+29.4%
OWL vs EXR
+80.1%
-50.7%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.4% | +1.0% |
| 7D | +1.1% | +1.7% | -0.7% | +0.4% |
| 30D | +10.0% | +18.0% | -8.0% | +3.4% |
| 3M | -8.7% | +9.7% | -18.3% | -11.7% |
| 6M | +3.1% | +13.4% | -10.3% | -1.8% |
| YTD | -25.6% | +26.3% | -51.9% | -32.4% |
| 1Y | -25.5% | +27.6% | -53.1% | -32.7% |
| 3Y | -9.4% | +52.2% | -61.6% | -27.0% |
| 5Y | -18.2% | -1.1% | -17.1% | -21.9% |
| All | +29.4% | +80.1% | -50.7% | +30.6% |
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