-25.5%
OWL vs D
+16.4%
-41.9%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.7% |
| 7D | +1.1% | +2.4% | -1.3% | +0.9% |
| 30D | +10.0% | +10.9% | -0.9% | +9.7% |
| 3M | -8.7% | +2.8% | -11.5% | -9.5% |
| 6M | +3.1% | +12.7% | -9.6% | +3.6% |
| YTD | -25.6% | +20.3% | -46.0% | -23.0% |
| 1Y | -25.5% | +17.1% | -42.6% | -22.9% |
| All | -25.5% | +16.4% | -41.9% | -22.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling