+1,500.9%
DELL vs OWL
+32.0%
+1,469.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -4.5% | +6.4% | +3.5% |
| 7D | +25.6% | -3.9% | +29.6% | +27.3% |
| 30D | +17.7% | -3.7% | +21.3% | +18.8% |
| 3M | +33.4% | +21.4% | +12.0% | +23.7% |
| 6M | +266.2% | +18.3% | +247.9% | +240.0% |
| YTD | +328.0% | -20.1% | +348.1% | +356.3% |
| 1Y | +339.6% | -32.8% | +372.4% | +396.0% |
| 3Y | +694.6% | +8.6% | +686.0% | +702.0% |
| 5Y | +1,122.0% | -4.5% | +1,126.4% | +1,101.0% |
| All | +1,500.9% | +32.0% | +1,469.0% | +1,473.8% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling