+94.1%
DIA vs OWL
+24.2%
+69.9%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.2% | -0.3% | +0.7% |
| 7D | -1.6% | -10.1% | +8.6% | +0.3% |
| 30D | -2.0% | -11.9% | +9.9% | +0.1% |
| 3M | +3.6% | +10.7% | -7.1% | +1.3% |
| 6M | +11.5% | +22.1% | -10.6% | +6.5% |
| YTD | +10.4% | -24.8% | +35.2% | +14.9% |
| 1Y | +15.6% | -39.2% | +54.8% | +24.7% |
| 3Y | +58.9% | +1.7% | +57.1% | +54.0% |
| 5Y | +65.3% | -15.5% | +80.8% | +57.2% |
| All | +94.1% | +24.2% | +69.9% | +81.6% |
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