+71.6%
DLR vs OWL
+22.6%
+49.0%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -1.9% |
| 3M | -4.4% | -13.8% | +9.4% | -1.8% |
| 6M | -6.4% | +7.8% | -14.3% | -8.8% |
| YTD | +19.5% | -25.8% | +45.3% | +25.2% |
| 1Y | +10.5% | -26.5% | +37.0% | +15.9% |
| 3Y | +54.0% | -9.6% | +63.6% | +50.3% |
| 5Y | +39.7% | -20.8% | +60.5% | +29.3% |
| All | +71.6% | +22.6% | +49.0% | +60.7% |
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 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