+0.5%
OWL vs DBX
+25.2%
-24.7%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.3% | -5.3% | -4.5% |
| 7D | -11.9% | -1.8% | -10.1% | -11.3% |
| 30D | -13.7% | +2.8% | -16.6% | -14.6% |
| 3M | +12.3% | +26.8% | -14.5% | +2.0% |
| 6M | +15.0% | +32.8% | -17.8% | +1.7% |
| YTD | -25.7% | +26.1% | -51.8% | -33.0% |
| 1Y | -39.5% | +14.1% | -53.6% | -43.3% |
| All | +0.5% | +25.2% | -24.7% | -13.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling