+113.0%
DAL vs OWL
-24.6%
+137.6%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -4.3% | -0.9% | -3.1% |
| 7D | +1.4% | +0.8% | +0.6% | +1.1% |
| 30D | +9.1% | +7.3% | +1.7% | +5.2% |
| 3M | -3.5% | -16.8% | +13.3% | +5.0% |
| 6M | +23.4% | +4.0% | +19.4% | +18.9% |
| YTD | +26.0% | -29.0% | +55.0% | +45.3% |
| 1Y | +44.6% | -29.7% | +74.3% | +67.1% |
| 3Y | +162.7% | -13.5% | +176.2% | +161.9% |
| 5Y | +113.0% | -21.5% | +134.4% | +120.6% |
| All | +113.0% | -24.6% | +137.6% | +120.6% |
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 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