+52.5%
DAL vs OWL
-32.4%
+84.9%
-22.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.7% | +2.9% | +2.4% |
| 7D | +8.8% | -4.9% | +13.7% | +11.0% |
| 30D | +5.4% | +7.8% | -2.4% | +2.5% |
| 3M | -4.9% | -12.7% | +7.7% | -0.6% |
| 6M | +19.8% | -2.8% | +22.7% | +20.1% |
| YTD | +27.0% | -30.1% | +57.1% | +44.7% |
| 1Y | +52.5% | -29.1% | +81.5% | +68.6% |
| All | +52.5% | -32.4% | +84.9% | +68.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling