-14.5%
OWL vs DKS
+44.7%
-59.2%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.8% | -2.8% | -0.9% |
| 7D | +1.5% | +6.3% | -4.8% | -0.3% |
| 30D | +13.4% | +9.3% | +4.1% | +10.4% |
| 3M | -21.2% | -25.3% | +4.0% | -15.5% |
| 6M | +4.0% | -29.2% | +33.2% | +12.5% |
| YTD | -29.0% | -22.7% | -6.3% | -26.2% |
| 1Y | -28.4% | -30.1% | +1.7% | -22.7% |
| 3Y | -14.5% | +45.6% | -60.2% | -22.2% |
| All | -14.5% | +44.7% | -59.2% | -22.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling