+70.5%
DLR vs OWL
+17.3%
+53.2%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | 0.0% | -1.9% | -1.9% |
| 7D | +3.3% | +1.5% | +1.8% | +2.9% |
| 30D | +4.6% | +13.4% | -8.8% | +1.6% |
| 3M | -8.3% | -21.2% | +13.0% | -3.9% |
| 6M | -5.6% | +4.0% | -9.6% | -7.3% |
| YTD | +18.7% | -29.0% | +47.7% | +25.6% |
| 1Y | +17.1% | -28.4% | +45.5% | +23.4% |
| 3Y | +54.4% | -14.5% | +68.9% | +52.4% |
| 5Y | +36.5% | -21.5% | +57.9% | +27.4% |
| All | +70.5% | +17.3% | +53.2% | +61.1% |
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 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