+29.2%
OWL vs D
+16.0%
+13.2%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | -0.1% |
| 7D | -2.1% | -2.4% | +0.3% | -1.6% |
| 30D | +11.6% | +9.0% | +2.6% | +9.6% |
| 3M | -13.8% | +1.0% | -14.7% | -14.0% |
| 6M | +7.8% | +11.0% | -3.1% | +5.4% |
| YTD | -25.8% | +19.8% | -45.6% | -28.8% |
| 1Y | -26.5% | +16.0% | -42.4% | -29.1% |
| 3Y | -9.6% | +74.4% | -84.0% | -22.2% |
| 5Y | -20.8% | +13.5% | -34.4% | -23.3% |
| All | +29.2% | +16.0% | +13.2% | +27.1% |
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