+32.3%
DASH vs OWL
+38.2%
-5.9%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.8% | -3.9% | -4.3% |
| 7D | -10.6% | -2.2% | -8.3% | -9.7% |
| 30D | +2.2% | +3.7% | -1.5% | 0.0% |
| 3M | +32.3% | +17.5% | +14.8% | +21.2% |
| 6M | +19.1% | +18.5% | +0.6% | +7.5% |
| YTD | -6.5% | -16.3% | +9.8% | -1.0% |
| 1Y | -14.9% | -29.7% | +14.8% | -2.5% |
| 3Y | +151.9% | +14.2% | +137.8% | +111.9% |
| 5Y | +9.4% | +2.5% | +7.0% | -10.1% |
| All | +32.3% | +38.2% | -5.9% | +3.6% |
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 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