-99.9%
DFNS vs OWL
+38.2%
-138.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.3% | +0.6% |
| 7D | -16.0% | -2.2% | -13.8% | -15.9% |
| 30D | -77.7% | +3.7% | -81.4% | -77.7% |
| 3M | -77.2% | +17.5% | -94.7% | -77.5% |
| 6M | -95.2% | +18.5% | -113.7% | -95.3% |
| YTD | -98.0% | -16.3% | -81.6% | -98.2% |
| 1Y | -98.3% | -29.7% | -68.5% | -98.5% |
| 3Y | -99.9% | +14.2% | -114.0% | -99.9% |
| 5Y | -99.9% | +2.5% | -102.3% | -99.9% |
| All | -99.9% | +38.2% | -138.1% | -99.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling