-19.3%
DRAM vs OWL
-5.0%
-14.3%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.7% | +6.9% | +6.4% |
| 7D | -18.2% | -4.9% | -13.2% | -16.0% |
| 30D | -34.5% | +7.8% | -42.3% | -36.1% |
| 3M | -23.6% | -12.7% | -11.0% | -19.5% |
| 6M | -19.3% | -2.8% | -16.5% | -19.2% |
| All | -19.3% | -5.0% | -14.3% | -19.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling