+39.1%
OWL vs DKS
+192.2%
-153.1%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -4.9% | +0.4% | -3.2% |
| 7D | -3.9% | -0.4% | -3.5% | -3.8% |
| 30D | -3.7% | -36.6% | +33.0% | +7.2% |
| 3M | +21.4% | -37.6% | +59.0% | +35.2% |
| 6M | +18.3% | -32.1% | +50.4% | +27.7% |
| YTD | -20.1% | -32.3% | +12.2% | -13.8% |
| 1Y | -32.8% | -39.5% | +6.7% | -25.1% |
| 3Y | +8.6% | +27.7% | -19.1% | -2.2% |
| 5Y | -4.5% | +15.0% | -19.5% | -18.9% |
| All | +39.1% | +192.2% | -153.1% | +24.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling