+195.4%
DE vs OWL
+38.2%
+157.2%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.6% | 0.0% |
| 7D | +10.0% | -2.2% | +12.3% | +10.4% |
| 30D | +13.3% | +3.7% | +9.6% | +12.4% |
| 3M | +17.5% | +17.5% | 0.0% | +13.7% |
| 6M | +13.6% | +18.5% | -5.0% | +9.0% |
| YTD | +49.8% | -16.3% | +66.1% | +53.4% |
| 1Y | +47.9% | -29.7% | +77.6% | +56.2% |
| 3Y | +72.5% | +14.2% | +58.4% | +60.8% |
| 5Y | +90.2% | +2.5% | +87.7% | +75.9% |
| All | +195.4% | +38.2% | +157.2% | +165.0% |
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 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