+45.7%
OWL vs DG
-29.5%
+75.2%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.5% | -2.2% | -0.8% |
| 7D | -2.2% | +8.4% | -10.6% | -2.6% |
| 30D | +3.7% | +4.9% | -1.3% | +3.4% |
| 3M | +17.5% | +29.3% | -11.8% | +16.1% |
| 6M | +18.5% | -11.3% | +29.8% | +18.5% |
| YTD | -16.3% | +1.8% | -18.1% | -16.7% |
| 1Y | -29.7% | +25.3% | -55.1% | -30.5% |
| 3Y | +14.2% | +9.1% | +5.1% | +15.2% |
| 5Y | +2.5% | -34.9% | +37.4% | +14.3% |
| All | +45.7% | -29.5% | +75.2% | +64.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling