-34.1%
OWL vs EXR
-2.8%
-31.2%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.5% | -0.7% | -2.6% |
| 7D | -6.4% | -3.1% | -3.3% | -5.7% |
| 30D | -5.0% | -7.5% | +2.5% | -3.2% |
| 3M | +15.4% | -7.5% | +22.9% | +17.2% |
| 6M | +15.5% | -5.2% | +20.7% | +16.7% |
| YTD | -22.7% | +6.5% | -29.2% | -24.8% |
| 1Y | -34.1% | -2.0% | -32.0% | -34.4% |
| All | -34.1% | -2.8% | -31.2% | -34.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling