+74.4%
DLR vs OWL
+22.7%
+51.7%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.0% | +2.0% | -1.1% |
| 7D | -1.3% | -11.9% | +10.6% | +1.3% |
| 30D | -2.9% | -13.7% | +10.9% | 0.0% |
| 3M | +3.2% | +12.3% | -9.0% | +0.1% |
| 6M | +3.9% | +15.0% | -11.1% | -0.4% |
| YTD | +21.4% | -25.7% | +47.2% | +27.5% |
| 1Y | +9.7% | -39.5% | +49.2% | +20.1% |
| 3Y | +56.5% | +0.9% | +55.6% | +49.3% |
| 5Y | +41.5% | -16.5% | +58.1% | +31.2% |
| All | +74.4% | +22.7% | +51.7% | +63.7% |
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