-29.7%
OWL vs D
+15.2%
-44.8%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.8% | -3.5% | -4.3% |
| 7D | +0.8% | -3.1% | +3.9% | +1.1% |
| 30D | +7.3% | +8.4% | -1.0% | +7.1% |
| 3M | -16.8% | +0.2% | -17.1% | -17.6% |
| 6M | +4.0% | +9.5% | -5.4% | +4.0% |
| YTD | -29.0% | +18.8% | -47.8% | -26.4% |
| 1Y | -29.7% | +14.7% | -44.4% | -27.2% |
| All | -29.7% | +15.2% | -44.8% | -27.2% |
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