+98.6%
DASH vs OWL
-8.8%
+107.3%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.7% | -2.2% | -1.8% |
| 7D | -2.8% | +1.1% | -3.8% | -3.0% |
| 30D | -9.3% | +10.0% | -19.3% | -12.6% |
| 3M | -15.1% | -8.7% | -6.4% | -12.2% |
| 6M | +8.7% | +3.1% | +5.6% | +6.5% |
| YTD | -21.3% | -25.6% | +4.4% | -13.1% |
| 1Y | -12.7% | -25.5% | +12.8% | -4.1% |
| All | +98.6% | -8.8% | +107.3% | +115.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling