+93.3%
DIA vs OWL
+17.3%
+76.0%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.3% | +3.9% | +0.4% |
| 7D | +1.6% | +0.8% | +0.8% | +1.4% |
| 30D | +1.2% | +7.3% | -6.1% | -0.2% |
| 3M | -2.4% | -16.8% | +14.4% | +0.5% |
| 6M | +5.7% | +4.0% | +1.6% | +4.1% |
| YTD | +9.9% | -29.0% | +38.9% | +15.4% |
| 1Y | +9.8% | -29.7% | +39.5% | +15.3% |
| 3Y | +59.8% | -13.5% | +73.3% | +59.2% |
| 5Y | +57.7% | -21.5% | +79.1% | +51.2% |
| All | +93.3% | +17.3% | +76.0% | +82.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling