+1,601.1%
DELL vs OWL
+24.2%
+1,576.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +1.2% | +10.7% | +11.5% |
| 7D | +8.2% | -10.1% | +18.4% | +12.4% |
| 30D | +17.1% | -11.9% | +29.0% | +22.4% |
| 3M | +45.2% | +10.7% | +34.4% | +39.1% |
| 6M | +286.8% | +22.1% | +264.6% | +255.3% |
| YTD | +354.8% | -24.8% | +379.6% | +395.7% |
| 1Y | +358.3% | -39.2% | +397.5% | +437.1% |
| 3Y | +724.9% | +1.7% | +723.2% | +752.2% |
| 5Y | +1,193.7% | -15.5% | +1,209.2% | +1,203.8% |
| All | +1,601.1% | +24.2% | +1,576.9% | +1,609.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling