+13.0%
DLR vs OWL
-28.0%
+41.1%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +3.1% | -0.5% | +2.2% |
| 7D | +2.8% | +10.1% | -7.3% | +1.5% |
| 30D | +2.8% | +18.7% | -15.9% | +0.4% |
| 3M | -4.0% | -6.2% | +2.2% | -3.5% |
| 6M | -5.6% | +9.8% | -15.4% | -7.3% |
| YTD | +21.9% | -24.2% | +46.1% | +23.3% |
| 1Y | +13.0% | -26.6% | +39.6% | +15.1% |
| All | +13.0% | -28.0% | +41.1% | +15.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling