-28.4%
OWL vs DD
+27.9%
-56.3%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.2% |
| 7D | +1.5% | +5.0% | -3.4% | -0.3% |
| 30D | +13.4% | +19.7% | -6.3% | +5.8% |
| 3M | -21.2% | +7.2% | -28.4% | -23.4% |
| 6M | +4.0% | +1.0% | +3.0% | +2.8% |
| YTD | -29.0% | +29.1% | -58.1% | -38.8% |
| 1Y | -28.4% | +28.5% | -56.9% | -38.2% |
| All | -28.4% | +27.9% | -56.3% | -38.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling