-28.4%
OWL vs DG
+31.9%
-60.3%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.1% |
| 7D | +1.5% | +0.3% | +1.2% | +1.5% |
| 30D | +13.4% | +3.2% | +10.2% | +12.8% |
| 3M | -21.2% | +10.4% | -31.7% | -22.7% |
| 6M | +4.0% | +33.2% | -29.1% | -2.1% |
| YTD | -29.0% | +3.0% | -32.0% | -30.4% |
| 1Y | -28.4% | +31.2% | -59.6% | -33.1% |
| All | -28.4% | +31.9% | -60.3% | -33.1% |
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