+122.6%
DAL vs OWL
+15.5%
+107.1%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.7% | +2.9% | +2.4% |
| 7D | +8.8% | -4.9% | +13.7% | +11.1% |
| 30D | +5.4% | +7.8% | -2.4% | +2.0% |
| 3M | -4.9% | -12.7% | +7.7% | -0.1% |
| 6M | +19.8% | -2.8% | +22.7% | +19.6% |
| YTD | +27.0% | -30.1% | +57.1% | +43.7% |
| 1Y | +52.5% | -29.1% | +81.5% | +71.1% |
| 3Y | +173.8% | -12.3% | +186.1% | +181.3% |
| 5Y | +104.5% | -27.5% | +132.1% | +99.5% |
| All | +122.6% | +15.5% | +107.1% | +106.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling