-100.0%
DFNS vs OWL
-9.4%
-90.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +5.6% | -8.6% | -3.7% |
| 7D | -42.8% | -2.4% | -40.5% | -42.6% |
| 30D | -67.6% | +9.3% | -76.8% | -67.9% |
| 3M | -94.9% | -11.0% | -83.9% | -94.8% |
| 6M | -96.7% | +2.4% | -99.2% | -96.8% |
| YTD | -99.6% | -26.2% | -73.5% | -99.7% |
| 1Y | -99.7% | -27.4% | -72.3% | -99.8% |
| All | -100.0% | -9.4% | -90.6% | -100.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling