-31.9%
DIS vs OWL
-27.6%
-4.3%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.2% |
| 7D | +5.2% | -4.9% | +10.2% | +6.8% |
| 30D | +11.5% | +7.8% | +3.7% | +8.6% |
| 3M | +11.5% | -12.7% | +24.2% | +15.4% |
| 6M | +8.9% | -2.8% | +11.7% | +8.1% |
| YTD | +3.4% | -30.1% | +33.5% | +13.1% |
| 1Y | +7.2% | -29.1% | +36.3% | +16.3% |
| 3Y | +43.3% | -12.3% | +55.6% | +35.3% |
| All | -31.9% | -27.6% | -4.3% | -39.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling