-4.5%
OWL vs EXR
-10.8%
+6.4%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.1% | -4.4% | -4.5% |
| 7D | -3.9% | -0.7% | -3.3% | -3.7% |
| 30D | -3.7% | -6.9% | +3.3% | -0.8% |
| 3M | +21.4% | -3.0% | +24.4% | +22.6% |
| 6M | +18.3% | -2.9% | +21.3% | +19.3% |
| YTD | -20.1% | +9.3% | -29.4% | -23.6% |
| 1Y | -32.8% | -0.9% | -31.8% | -33.2% |
| 3Y | +8.6% | +24.7% | -16.1% | -7.0% |
| 5Y | -4.5% | -11.7% | +7.2% | -8.1% |
| All | -4.5% | -10.8% | +6.4% | -8.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling