-28.9%
DIS vs OWL
+15.5%
-44.4%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.2% |
| 7D | +5.2% | -4.9% | +10.2% | +6.6% |
| 30D | +11.5% | +7.8% | +3.7% | +9.0% |
| 3M | +11.5% | -12.7% | +24.2% | +14.9% |
| 6M | +8.9% | -2.8% | +11.7% | +8.3% |
| YTD | +3.4% | -30.1% | +33.5% | +11.6% |
| 1Y | +7.2% | -29.1% | +36.3% | +14.9% |
| 3Y | +43.3% | -12.3% | +55.6% | +39.7% |
| 5Y | -31.4% | -27.5% | -3.9% | -35.8% |
| All | -28.9% | +15.5% | -44.4% | -38.2% |
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