+29.4%
OWL vs DAR
-6.6%
+36.1%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.8% | +2.5% | +1.2% |
| 7D | +1.1% | -3.8% | +4.9% | +2.1% |
| 30D | +10.0% | -14.4% | +24.4% | +14.3% |
| 3M | -8.7% | -17.9% | +9.3% | -4.6% |
| 6M | +3.1% | -18.3% | +21.4% | +7.3% |
| YTD | -25.6% | +43.2% | -68.9% | -35.2% |
| 1Y | -25.5% | +57.7% | -83.2% | -37.2% |
| 3Y | -9.4% | +22.7% | -32.2% | -21.6% |
| 5Y | -18.2% | -34.0% | +15.9% | -14.1% |
| All | +29.4% | -6.6% | +36.1% | +32.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling