+29.3%
OWL vs DD
+68.3%
-39.0%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.5% | -3.5% | -3.7% |
| 7D | -11.9% | -2.9% | -9.0% | -10.5% |
| 30D | -13.7% | -11.5% | -2.2% | -8.0% |
| 3M | +12.3% | -5.4% | +17.7% | +15.6% |
| 6M | +15.0% | -6.9% | +21.9% | +18.2% |
| YTD | -25.7% | +6.9% | -32.6% | -29.6% |
| 1Y | -39.5% | +35.6% | -75.1% | -50.1% |
| 3Y | +0.9% | +42.5% | -41.6% | -21.4% |
| 5Y | -16.5% | +58.5% | -75.0% | -39.5% |
| All | +29.3% | +68.3% | -39.0% | -3.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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