-98.3%
DFNS vs OWL
-34.7%
-63.6%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -3.2% | -1.4% | 0.0% |
| 7D | +4.6% | -6.4% | +11.0% | +15.0% |
| 30D | -73.9% | -5.0% | -68.9% | -72.4% |
| 3M | -71.7% | +15.4% | -87.1% | -76.7% |
| 6M | -94.6% | +15.5% | -110.1% | -95.5% |
| YTD | -98.1% | -22.7% | -75.4% | -97.8% |
| 1Y | -98.3% | -34.1% | -64.2% | -98.1% |
| All | -98.3% | -34.7% | -63.6% | -98.1% |
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