+22.6%
OWL vs DECK
+79.2%
-56.6%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -1.5% | -5.6% | -6.6% |
| 7D | -5.0% | +6.0% | -11.0% | -6.8% |
| 30D | +9.0% | +7.4% | +1.6% | +6.5% |
| 3M | -12.7% | -11.7% | -1.1% | -9.2% |
| 6M | -4.0% | -11.0% | +6.9% | -0.9% |
| YTD | -29.6% | -15.4% | -14.2% | -26.9% |
| 1Y | -31.9% | +7.2% | -39.2% | -35.0% |
| 3Y | -13.1% | -11.8% | -1.3% | -18.6% |
| 5Y | -27.0% | +24.3% | -51.4% | -48.8% |
| All | +22.6% | +79.2% | -56.6% | -16.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DECK.
Daily Out/Under-Performance
Portfolio return minus DECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DECK 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 DECK 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