+1.7%
OWL vs DGX
+96.4%
-94.7%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.7% | -0.4% | +1.1% |
| 7D | -10.1% | -0.9% | -9.2% | -10.0% |
| 30D | -11.9% | -1.2% | -10.8% | -11.8% |
| 3M | +10.7% | +15.8% | -5.0% | +9.3% |
| 6M | +22.1% | +18.2% | +4.0% | +20.2% |
| YTD | -24.8% | +37.2% | -62.0% | -27.1% |
| 1Y | -39.2% | +30.4% | -69.6% | -40.8% |
| 3Y | +1.7% | +96.7% | -95.0% | -4.4% |
| All | +1.7% | +96.4% | -94.7% | -4.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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