+4.3%
DT vs OWL
+3.8%
+0.5%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.2% | +3.8% | +1.6% |
| 7D | -0.5% | -6.4% | +5.8% | +1.5% |
| 30D | +0.1% | -5.0% | +5.1% | +1.6% |
| 3M | +24.1% | +15.4% | +8.7% | +18.4% |
| 6M | +30.1% | +15.5% | +14.6% | +23.0% |
| YTD | +16.8% | -22.7% | +39.4% | +25.1% |
| 1Y | -0.1% | -34.1% | +34.0% | +11.5% |
| All | +4.3% | +3.8% | +0.5% | +0.7% |
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 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