-14.5%
OWL vs DG
+22.1%
-36.7%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.1% | -2.3% | -4.3% |
| 7D | +0.8% | -2.5% | +3.3% | +0.9% |
| 30D | +7.3% | +7.7% | -0.4% | +7.4% |
| 3M | -16.8% | +13.1% | -29.9% | -16.7% |
| 6M | +4.0% | +32.0% | -28.0% | +4.6% |
| YTD | -29.0% | +3.3% | -32.3% | -29.2% |
| 1Y | -29.7% | +31.7% | -61.3% | -28.7% |
| All | -14.5% | +22.1% | -36.7% | -14.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling