-26.6%
OWL vs DG
+45.3%
-71.8%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +8.5% | -5.4% | +0.9% |
| 7D | +10.1% | +12.3% | -2.1% | +7.0% |
| 30D | +18.7% | +19.3% | -0.6% | +14.0% |
| 3M | -6.2% | +11.9% | -18.0% | -8.8% |
| 6M | +9.8% | +25.0% | -15.2% | +3.9% |
| YTD | -24.2% | +8.7% | -32.9% | -26.9% |
| 1Y | -26.6% | +44.7% | -71.3% | -38.4% |
| All | -26.6% | +45.3% | -71.8% | -38.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 1y: compounded portfolio wealth divided by compounded DG 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…
1y analysis · Full analysis span regression · 6 months rolling