+34.6%
OWL vs DGX
+112.9%
-78.3%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | 0.0% | -3.2% | -3.2% |
| 7D | -6.4% | -2.2% | -4.2% | -5.9% |
| 30D | -5.0% | -0.9% | -4.1% | -4.8% |
| 3M | +15.4% | +15.6% | -0.2% | +11.2% |
| 6M | +15.5% | +17.8% | -2.3% | +10.6% |
| YTD | -22.7% | +37.5% | -60.1% | -29.1% |
| 1Y | -34.1% | +31.2% | -65.2% | -38.9% |
| 3Y | +5.1% | +96.6% | -91.5% | -16.0% |
| 5Y | -11.5% | +64.9% | -76.4% | -28.6% |
| All | +34.6% | +112.9% | -78.3% | +13.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling