+30.9%
OWL vs DLTR
+9.5%
+21.4%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.7% | +1.3% |
| 7D | -10.1% | -10.1% | 0.0% | -8.4% |
| 30D | -11.9% | -8.1% | -3.8% | -10.7% |
| 3M | +10.7% | +2.9% | +7.9% | +9.9% |
| 6M | +22.1% | +4.3% | +17.8% | +20.2% |
| YTD | -24.8% | -3.9% | -20.9% | -24.9% |
| 1Y | -39.2% | +18.9% | -58.1% | -41.9% |
| 3Y | +1.7% | +1.9% | -0.2% | -2.1% |
| 5Y | -15.5% | +31.0% | -46.5% | -13.5% |
| All | +30.9% | +9.5% | +21.4% | +32.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DLTR.
Daily Out/Under-Performance
Portfolio return minus DLTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLTR 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 DLTR 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