+55.3%
DLR vs OWL
-8.9%
+64.3%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.2% |
| 7D | -2.0% | -2.1% | +0.1% | -1.6% |
| 30D | +0.5% | +11.6% | -11.0% | -1.7% |
| 3M | -4.4% | -13.8% | +9.4% | -2.0% |
| 6M | -6.4% | +7.8% | -14.3% | -8.6% |
| YTD | +19.5% | -25.8% | +45.3% | +25.1% |
| 1Y | +10.5% | -26.5% | +37.0% | +15.9% |
| All | +55.3% | -8.9% | +64.3% | +63.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling