-11.5%
OWL vs DD
+59.3%
-70.8%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.6% | -0.6% | -1.7% |
| 7D | -6.4% | -3.8% | -2.6% | -4.2% |
| 30D | -5.0% | -9.2% | +4.2% | +0.6% |
| 3M | +15.4% | -9.0% | +24.4% | +21.9% |
| 6M | +15.5% | -5.0% | +20.4% | +17.4% |
| YTD | -22.7% | +7.4% | -30.1% | -27.7% |
| 1Y | -34.1% | +35.1% | -69.2% | -47.3% |
| 3Y | +5.1% | +43.2% | -38.1% | -22.2% |
| 5Y | -11.5% | +59.6% | -71.1% | -40.3% |
| All | -11.5% | +59.3% | -70.8% | -40.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling