+7.2%
DASH vs OWL
+17.3%
-10.1%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | -4.5% | +1.5% | -6.1% | -5.3% |
| 30D | -6.8% | +13.4% | -20.2% | -12.1% |
| 3M | -20.7% | -21.2% | +0.5% | -11.3% |
| 6M | +15.1% | +4.0% | +11.0% | +11.6% |
| YTD | -24.3% | -29.0% | +4.7% | -13.2% |
| 1Y | -12.1% | -28.4% | +16.3% | -0.2% |
| 3Y | +91.1% | -14.5% | +105.6% | +87.0% |
| 5Y | -30.3% | -21.5% | -8.8% | -38.2% |
| All | +7.2% | +17.3% | -10.1% | -9.2% |
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