+143.3%
DELL vs OWL
-28.0%
+171.4%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +3.1% | -11.9% | -9.5% |
| 7D | -24.6% | +10.1% | -34.7% | -26.5% |
| 30D | -32.5% | +18.7% | -51.2% | -35.6% |
| 3M | -20.2% | -6.2% | -14.0% | -19.0% |
| 6M | +76.5% | +9.8% | +66.7% | +73.7% |
| YTD | +198.9% | -24.2% | +223.1% | +236.9% |
| 1Y | +143.3% | -26.6% | +169.9% | +177.3% |
| All | +143.3% | -28.0% | +171.4% | +177.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling