-21.6%
OWL vs D
+13.1%
-34.6%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | -0.1% |
| 7D | +1.5% | -1.4% | +2.9% | +1.9% |
| 30D | +13.4% | +7.7% | +5.7% | +11.5% |
| 3M | -21.2% | -0.3% | -21.0% | -21.3% |
| 6M | +4.0% | +10.1% | -6.0% | +1.5% |
| YTD | -29.0% | +19.1% | -48.1% | -32.3% |
| 1Y | -28.4% | +15.9% | -44.3% | -31.4% |
| 3Y | -14.5% | +75.0% | -89.5% | -29.2% |
| All | -21.6% | +13.1% | -34.6% | -23.4% |
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