+7.6%
DHR vs OWL
+32.0%
-24.4%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.5% | +3.3% | -0.3% |
| 7D | -0.8% | -3.9% | +3.1% | -0.1% |
| 30D | +0.2% | -3.7% | +3.9% | +0.8% |
| 3M | +12.1% | +21.4% | -9.3% | +7.3% |
| 6M | +5.4% | +18.3% | -12.9% | +0.9% |
| YTD | -10.0% | -20.1% | +10.1% | -7.0% |
| 1Y | +4.1% | -32.8% | +36.9% | +10.7% |
| 3Y | -5.2% | +8.6% | -13.7% | -11.2% |
| 5Y | -28.2% | -4.5% | -23.8% | -34.9% |
| All | +7.6% | +32.0% | -24.4% | -2.7% |
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