-4.5%
OWL vs DAR
-8.5%
+4.1%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +2.9% | -7.5% | -5.3% |
| 7D | -3.9% | -0.9% | -3.1% | -3.8% |
| 30D | -3.7% | +13.0% | -16.6% | -7.4% |
| 3M | +21.4% | +15.0% | +6.4% | +15.5% |
| 6M | +18.3% | +26.8% | -8.5% | +8.4% |
| YTD | -20.1% | +86.4% | -106.5% | -35.6% |
| 1Y | -32.8% | +115.1% | -147.9% | -48.9% |
| 3Y | +8.6% | +14.6% | -6.1% | -0.2% |
| 5Y | -4.5% | -8.8% | +4.3% | -6.5% |
| All | -4.5% | -8.5% | +4.1% | -6.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling