+23.6%
OWL vs DAR
+1.4%
+22.2%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.3% |
| 7D | +1.5% | +11.6% | -10.0% | -1.4% |
| 30D | +13.4% | -10.2% | +23.7% | +16.3% |
| 3M | -21.2% | -14.8% | -6.4% | -18.5% |
| 6M | +4.0% | -10.1% | +14.1% | +5.4% |
| YTD | -29.0% | +55.5% | -84.5% | -39.5% |
| 1Y | -28.4% | +61.7% | -90.1% | -39.9% |
| 3Y | -14.5% | +37.2% | -51.7% | -28.4% |
| 5Y | -21.5% | -26.9% | +5.5% | -19.7% |
| All | +23.6% | +1.4% | +22.2% | +23.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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