-95.4%
DFNS vs OWL
+3.6%
-99.1%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | -0.2% | +12.9% | +13.1% |
| 7D | -13.0% | -2.1% | -10.8% | -8.0% |
| 30D | -56.9% | +11.6% | -68.4% | -69.5% |
| 3M | -93.2% | -13.8% | -79.4% | -90.4% |
| 6M | -95.4% | +7.8% | -103.3% | -97.4% |
| All | -95.4% | +3.6% | -99.1% | -97.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling