+76.5%
DE vs OWL
-0.3%
+76.8%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.0% | +4.1% | +0.6% |
| 7D | -2.4% | -11.9% | +9.5% | -0.7% |
| 30D | +9.7% | -13.7% | +23.4% | +11.8% |
| 3M | +21.4% | +12.3% | +9.1% | +18.9% |
| 6M | +15.0% | +15.0% | 0.0% | +11.4% |
| YTD | +46.4% | -25.7% | +72.1% | +53.8% |
| 1Y | +45.6% | -39.5% | +85.1% | +59.7% |
| All | +76.5% | -0.3% | +76.8% | +61.0% |
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