-21.6%
OWL vs DKS
+26.5%
-48.0%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.8% | -2.8% | -0.9% |
| 7D | +1.5% | +6.3% | -4.8% | -0.4% |
| 30D | +13.4% | +9.3% | +4.1% | +10.3% |
| 3M | -21.2% | -25.3% | +4.0% | -15.6% |
| 6M | +4.0% | -29.2% | +33.2% | +12.4% |
| YTD | -29.0% | -22.7% | -6.3% | -25.9% |
| 1Y | -28.4% | -30.1% | +1.7% | -22.6% |
| 3Y | -14.5% | +45.6% | -60.2% | -29.7% |
| All | -21.6% | +26.5% | -48.0% | -41.6% |
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