-28.2%
OWL vs D
+12.5%
-40.6%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.8% | -0.3% |
| 7D | -4.9% | +3.0% | -7.9% | -5.6% |
| 30D | +7.8% | +11.5% | -3.7% | +5.1% |
| 3M | -12.7% | +3.7% | -16.4% | -13.5% |
| 6M | -2.8% | +13.5% | -16.3% | -5.9% |
| YTD | -30.1% | +20.7% | -50.8% | -33.5% |
| 1Y | -29.1% | +18.2% | -47.3% | -32.3% |
| 3Y | -12.3% | +73.3% | -85.6% | -26.8% |
| All | -28.2% | +12.5% | -40.6% | -30.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling