+45.7%
OWL vs DECK
+75.3%
-29.6%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.6% | -2.3% | -1.3% |
| 7D | -2.2% | -2.2% | 0.0% | -1.5% |
| 30D | +3.7% | -13.6% | +17.3% | +8.7% |
| 3M | +17.5% | -21.2% | +38.8% | +26.6% |
| 6M | +18.5% | -21.1% | +39.6% | +26.9% |
| YTD | -16.3% | -17.2% | +0.9% | -12.5% |
| 1Y | -29.7% | -30.7% | +1.0% | -22.6% |
| 3Y | +14.2% | -3.4% | +17.5% | +2.0% |
| 5Y | +2.5% | +25.5% | -23.1% | -28.0% |
| All | +45.7% | +75.3% | -29.6% | 0.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling