-16.9%
OWL vs DHI
+61.2%
-78.1%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.7% | -0.5% | +0.6% |
| 7D | -10.1% | -3.4% | -6.7% | -8.9% |
| 30D | -11.9% | -5.4% | -6.5% | -9.9% |
| 3M | +10.7% | -10.4% | +21.2% | +15.3% |
| 6M | +22.1% | -2.8% | +24.9% | +22.6% |
| YTD | -24.8% | -3.4% | -21.4% | -24.9% |
| 1Y | -39.2% | -22.9% | -16.3% | -33.8% |
| 3Y | +1.7% | +20.7% | -18.9% | -17.0% |
| All | -16.9% | +61.2% | -78.1% | -45.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DHI.
Daily Out/Under-Performance
Portfolio return minus DHI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DHI 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 5y: compounded portfolio wealth divided by compounded DHI 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…
5y analysis · Full analysis span regression · 6 months rolling