-26.6%
OWL vs DBX
+22.5%
-49.1%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +3.3% | -0.2% | +2.1% |
| 7D | +10.1% | -1.1% | +11.3% | +10.5% |
| 30D | +18.7% | +5.0% | +13.7% | +16.8% |
| 3M | -6.2% | +4.6% | -10.8% | -7.8% |
| 6M | +9.8% | +43.9% | -34.2% | -2.9% |
| YTD | -24.2% | +29.9% | -54.0% | -31.2% |
| 1Y | -26.6% | +24.6% | -51.2% | -32.6% |
| All | -26.6% | +22.5% | -49.1% | -32.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DBX.
Daily Out/Under-Performance
Portfolio return minus DBX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DBX 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 1y: compounded portfolio wealth divided by compounded DBX 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…
1y analysis · Full analysis span regression · 6 months rolling