+23.6%
OWL vs EXR
+79.6%
-56.0%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | -0.1% |
| 7D | +1.5% | -0.4% | +2.0% | +1.7% |
| 30D | +13.4% | +18.2% | -4.8% | +6.6% |
| 3M | -21.2% | +7.3% | -28.6% | -23.3% |
| 6M | +4.0% | +13.8% | -9.8% | -1.1% |
| YTD | -29.0% | +25.9% | -54.9% | -35.4% |
| 1Y | -28.4% | +25.8% | -54.2% | -35.0% |
| 3Y | -14.5% | +53.7% | -68.2% | -31.4% |
| 5Y | -21.5% | -1.8% | -19.7% | -24.9% |
| All | +23.6% | +79.6% | -56.0% | +24.8% |
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