+29.2%
OWL vs EXR
+80.4%
-51.2%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.3% |
| 7D | -2.1% | -1.1% | -1.0% | -1.7% |
| 30D | +11.6% | +18.8% | -7.2% | +4.6% |
| 3M | -13.8% | +9.9% | -23.7% | -16.7% |
| 6M | +7.8% | +12.6% | -4.8% | +2.9% |
| YTD | -25.8% | +26.5% | -52.3% | -32.6% |
| 1Y | -26.5% | +24.5% | -51.0% | -32.9% |
| 3Y | -9.6% | +52.4% | -62.0% | -27.2% |
| 5Y | -20.8% | -1.5% | -19.3% | -24.4% |
| All | +29.2% | +80.4% | -51.2% | +30.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling