+135.4%
DAL vs OWL
+22.8%
+112.6%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.3% | +0.1% |
| 7D | +10.7% | +1.1% | +9.6% | +10.3% |
| 30D | +12.5% | +10.0% | +2.5% | +8.0% |
| 3M | +3.6% | -8.7% | +12.3% | +6.9% |
| 6M | +26.7% | +3.1% | +23.6% | +23.5% |
| YTD | +34.3% | -25.6% | +59.9% | +48.1% |
| 1Y | +59.1% | -25.5% | +84.6% | +75.1% |
| 3Y | +179.9% | -9.4% | +189.3% | +183.3% |
| 5Y | +119.1% | -18.2% | +137.3% | +107.9% |
| All | +135.4% | +22.8% | +112.6% | +113.1% |
Cumulative growth
Daily Returns
Daily percentage return beside OWL.
Daily Out/Under-Performance
Portfolio return minus OWL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OWL 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 OWL 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