+0.5%
OWL vs DLTR
+1.8%
-1.3%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.2% | -4.2% | -4.0% |
| 7D | -11.9% | -9.4% | -2.5% | -10.6% |
| 30D | -13.7% | -7.3% | -6.4% | -12.8% |
| 3M | +12.3% | +7.6% | +4.7% | +10.8% |
| 6M | +15.0% | +1.6% | +13.4% | +14.2% |
| YTD | -25.7% | -3.5% | -22.2% | -25.7% |
| 1Y | -39.5% | +20.0% | -59.5% | -41.9% |
| All | +0.5% | +1.8% | -1.3% | -3.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling