-99.9%
DFNS vs OWL
+9.9%
-109.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.5% | +3.7% | -0.3% |
| 7D | +0.8% | -3.9% | +4.7% | +1.2% |
| 30D | -73.2% | -3.7% | -69.6% | -73.1% |
| 3M | -72.4% | +21.4% | -93.8% | -72.5% |
| 6M | -95.2% | +18.3% | -113.6% | -95.4% |
| YTD | -98.0% | -20.1% | -77.9% | -98.5% |
| 1Y | -98.3% | -32.8% | -65.5% | -98.9% |
| 3Y | -99.9% | +8.6% | -108.4% | -100.0% |
| All | -99.9% | +9.9% | -109.8% | -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