+187.8%
DE vs OWL
+24.2%
+163.6%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.2% | -1.6% | -0.5% |
| 7D | -2.6% | -10.1% | +7.6% | -0.8% |
| 30D | +9.0% | -11.9% | +21.0% | +11.2% |
| 3M | +19.1% | +10.7% | +8.4% | +16.5% |
| 6M | +14.4% | +22.1% | -7.7% | +8.9% |
| YTD | +45.9% | -24.8% | +70.7% | +52.2% |
| 1Y | +43.6% | -39.2% | +82.8% | +55.9% |
| 3Y | +75.9% | +1.7% | +74.1% | +67.3% |
| 5Y | +98.8% | -15.5% | +114.3% | +88.6% |
| All | +187.8% | +24.2% | +163.6% | +162.9% |
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