+65.0%
DUK vs OWL
+27.7%
+37.2%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.2% | +2.5% | -0.6% |
| 7D | -0.1% | -6.4% | +6.3% | 0.0% |
| 30D | +0.2% | -5.0% | +5.2% | +0.3% |
| 3M | -1.9% | +15.4% | -17.3% | -2.1% |
| 6M | -6.5% | +15.5% | -22.0% | -6.7% |
| YTD | +5.4% | -22.7% | +28.1% | +6.0% |
| 1Y | +3.6% | -34.1% | +37.6% | +4.4% |
| 3Y | +48.1% | +5.1% | +43.0% | +44.2% |
| 5Y | +39.6% | -11.5% | +51.0% | +33.1% |
| All | +65.0% | +27.7% | +37.2% | +57.8% |
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