-36.5%
DIS vs OWL
+27.7%
-64.3%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.2% | +2.4% | 0.0% |
| 7D | -3.5% | -6.4% | +2.9% | -1.9% |
| 30D | +1.0% | -5.0% | +6.0% | +2.1% |
| 3M | +5.7% | +15.4% | -9.7% | +1.0% |
| 6M | +3.3% | +15.5% | -12.2% | -2.2% |
| YTD | -7.7% | -22.7% | +14.9% | -2.7% |
| 1Y | -10.0% | -34.1% | +24.1% | -1.4% |
| 3Y | +31.7% | +5.1% | +26.6% | +22.4% |
| 5Y | -42.2% | -11.5% | -30.7% | -47.4% |
| All | -36.5% | +27.7% | -64.3% | -46.1% |
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