+313.1%
DVN vs OWL
+32.0%
+281.1%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.5% | +5.2% | +1.8% |
| 7D | -1.3% | -3.9% | +2.6% | -0.4% |
| 30D | +12.6% | -3.7% | +16.3% | +13.1% |
| 3M | +8.1% | +21.4% | -13.3% | +1.9% |
| 6M | +10.2% | +18.3% | -8.2% | +3.3% |
| YTD | +33.8% | -20.1% | +53.9% | +39.4% |
| 1Y | +43.9% | -32.8% | +76.7% | +56.8% |
| 3Y | +1.7% | +8.6% | -6.8% | -4.8% |
| 5Y | +119.6% | -4.5% | +124.1% | +104.0% |
| All | +313.1% | +32.0% | +281.1% | +269.7% |
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 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