-11.6%
OWL vs DECK
-12.4%
+0.7%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -1.5% | -5.6% | -6.7% |
| 7D | -5.0% | +6.0% | -11.0% | -6.6% |
| 30D | +9.0% | +7.4% | +1.6% | +6.8% |
| 3M | -12.7% | -11.7% | -1.1% | -9.7% |
| 6M | -4.0% | -11.0% | +6.9% | -1.4% |
| YTD | -29.6% | -15.4% | -14.2% | -27.1% |
| 1Y | -31.9% | +7.2% | -39.2% | -34.5% |
| All | -11.6% | -12.4% | +0.7% | -6.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling