+23.6%
OWL vs DG
-28.7%
+52.3%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | 0.0% |
| 7D | +1.5% | +0.3% | +1.2% | +1.5% |
| 30D | +13.4% | +3.2% | +10.2% | +13.3% |
| 3M | -21.2% | +10.4% | -31.7% | -21.6% |
| 6M | +4.0% | +33.2% | -29.1% | +2.7% |
| YTD | -29.0% | +3.0% | -32.0% | -29.3% |
| 1Y | -28.4% | +31.2% | -59.6% | -29.2% |
| 3Y | -14.5% | +21.8% | -36.4% | -15.3% |
| 5Y | -21.5% | -35.0% | +13.5% | -12.6% |
| All | +23.6% | -28.7% | +52.3% | +39.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling