+30.9%
OWL vs DKS
+198.1%
-167.2%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.4% | -0.2% | +0.9% |
| 7D | -10.1% | -3.0% | -7.2% | -9.4% |
| 30D | -11.9% | -33.4% | +21.4% | -3.3% |
| 3M | +10.7% | -39.4% | +50.1% | +24.5% |
| 6M | +22.1% | -30.1% | +52.2% | +30.7% |
| YTD | -24.8% | -31.0% | +6.2% | -19.3% |
| 1Y | -39.2% | -40.2% | +1.0% | -32.0% |
| 3Y | +1.7% | +30.9% | -29.2% | -8.9% |
| 5Y | -15.5% | +14.0% | -29.5% | -28.6% |
| All | +30.9% | +198.1% | -167.2% | +16.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DKS.
Daily Out/Under-Performance
Portfolio return minus DKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DKS 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 10y: compounded portfolio wealth divided by compounded DKS 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…
10y analysis · Full analysis span regression · 6 months rolling