+16.5%
DT vs OWL
+17.3%
-0.8%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | +3.1% | +1.5% | +1.6% | +2.4% |
| 30D | -29.5% | +13.4% | -43.0% | -32.9% |
| 3M | -11.7% | -21.2% | +9.5% | -4.4% |
| 6M | +29.0% | +4.0% | +25.0% | +24.9% |
| YTD | +3.4% | -29.0% | +32.4% | +14.3% |
| 1Y | -4.2% | -28.4% | +24.2% | +5.2% |
| 3Y | -12.8% | -14.5% | +1.7% | -15.6% |
| 5Y | -39.6% | -21.5% | -18.1% | -44.8% |
| All | +16.5% | +17.3% | -0.8% | -0.3% |
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