+105.8%
DAL vs OWL
-0.3%
+106.2%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.8% | +2.6% | +2.2% |
| 7D | +0.1% | -2.2% | +2.4% | +1.1% |
| 30D | -13.9% | +3.7% | -17.6% | -15.7% |
| 3M | +1.1% | +17.5% | -16.4% | -7.5% |
| 6M | +26.2% | +18.5% | +7.7% | +13.8% |
| YTD | +16.4% | -16.3% | +32.8% | +24.1% |
| 1Y | +33.9% | -29.7% | +63.6% | +54.6% |
| 3Y | +93.4% | +14.2% | +79.2% | +69.9% |
| All | +105.8% | -0.3% | +106.2% | +76.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling