+39.1%
OWL vs DLTR
+15.0%
+24.1%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -5.6% | +1.1% | -3.5% |
| 7D | -3.9% | -5.8% | +1.9% | -2.9% |
| 30D | -3.7% | -5.2% | +1.6% | -2.8% |
| 3M | +21.4% | +15.2% | +6.2% | +18.1% |
| 6M | +18.3% | +7.1% | +11.2% | +16.0% |
| YTD | -20.1% | +0.8% | -20.9% | -20.9% |
| 1Y | -32.8% | +24.8% | -57.6% | -36.3% |
| 3Y | +8.6% | +6.9% | +1.6% | +3.5% |
| 5Y | -4.5% | +33.2% | -37.7% | -3.0% |
| All | +39.1% | +15.0% | +24.1% | +40.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling