+319.1%
DELL vs OWL
-29.1%
+348.2%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.8% | +2.3% | +1.7% |
| 7D | +14.9% | -2.2% | +17.1% | +15.5% |
| 30D | +13.3% | +3.7% | +9.6% | +12.3% |
| 3M | +24.4% | +17.5% | +6.9% | +20.3% |
| 6M | +258.0% | +18.5% | +239.5% | +249.6% |
| YTD | +320.2% | -16.3% | +336.5% | +344.0% |
| 1Y | +319.1% | -29.7% | +348.8% | +340.1% |
| All | +319.1% | -29.1% | +348.2% | +340.1% |
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