+39.1%
OWL vs D
+12.8%
+26.2%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.6% | -5.1% | -4.6% |
| 7D | -3.9% | +0.8% | -4.7% | -4.1% |
| 30D | -3.7% | -0.7% | -2.9% | -3.5% |
| 3M | +21.4% | +2.1% | +19.3% | +20.8% |
| 6M | +18.3% | +6.8% | +11.5% | +16.5% |
| YTD | -20.1% | +16.5% | -36.6% | -22.9% |
| 1Y | -32.8% | +19.2% | -51.9% | -35.5% |
| 3Y | +8.6% | +61.9% | -53.3% | -5.1% |
| 5Y | -4.5% | +6.5% | -11.0% | -7.6% |
| All | +39.1% | +12.8% | +26.2% | +37.7% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 D 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