+21.7%
OWL vs DECK
+77.1%
-55.4%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.3% |
| 7D | -4.9% | +5.8% | -10.7% | -6.7% |
| 30D | +7.8% | +7.9% | -0.1% | +5.2% |
| 3M | -12.7% | -11.4% | -1.3% | -9.2% |
| 6M | -2.8% | -16.6% | +13.8% | +2.6% |
| YTD | -30.1% | -16.4% | -13.7% | -27.1% |
| 1Y | -29.1% | +8.6% | -37.7% | -32.6% |
| 3Y | -12.3% | -15.1% | +2.8% | -16.6% |
| 5Y | -27.5% | +22.9% | -50.4% | -49.0% |
| All | +21.7% | +77.1% | -55.4% | -16.7% |
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