-6.0%
DHR vs OWL
+3.8%
-9.8%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.2% | +3.0% | +0.4% |
| 7D | -2.4% | -6.4% | +4.0% | -1.3% |
| 30D | -2.2% | -5.0% | +2.8% | -1.4% |
| 3M | +9.0% | +15.4% | -6.5% | +5.7% |
| 6M | +3.5% | +15.5% | -12.0% | -0.1% |
| YTD | -10.1% | -22.7% | +12.5% | -6.5% |
| 1Y | +6.2% | -34.1% | +40.3% | +13.3% |
| All | -6.0% | +3.8% | -9.8% | -11.8% |
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