+12.3%
DASH vs OWL
+15.5%
-3.2%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | +0.2% |
| 7D | +0.4% | -4.9% | +5.3% | +3.2% |
| 30D | -6.0% | +7.8% | -13.8% | -9.1% |
| 3M | -15.8% | -12.7% | -3.1% | -10.3% |
| 6M | +7.0% | -2.8% | +9.8% | +7.2% |
| YTD | -20.7% | -30.1% | +9.4% | -8.3% |
| 1Y | -8.5% | -29.1% | +20.5% | +4.4% |
| 3Y | +101.8% | -12.3% | +114.1% | +94.7% |
| 5Y | -9.6% | -27.5% | +18.0% | -19.3% |
| All | +12.3% | +15.5% | -3.2% | -4.1% |
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