-16.9%
OWL vs DKS
+14.7%
-31.6%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.4% | -1.1% | +0.5% |
| 7D | -10.1% | -2.0% | -8.1% | -9.5% |
| 30D | -11.9% | -32.7% | +20.8% | -2.5% |
| 3M | +10.7% | -38.8% | +49.5% | +25.9% |
| 6M | +22.1% | -29.4% | +51.6% | +31.2% |
| YTD | -24.8% | -30.3% | +5.5% | -18.9% |
| 1Y | -39.2% | -39.6% | +0.4% | -31.3% |
| 3Y | +1.7% | +32.2% | -30.4% | -12.8% |
| All | -16.9% | +14.7% | -31.6% | -35.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling