+45.7%
OWL vs DOV
+68.9%
-23.2%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.7% | -1.5% |
| 7D | -2.2% | -2.7% | +0.4% | -0.3% |
| 30D | +3.7% | -8.1% | +11.8% | +10.3% |
| 3M | +17.5% | -9.4% | +26.9% | +25.3% |
| 6M | +18.5% | -12.6% | +31.2% | +28.5% |
| YTD | -16.3% | -0.5% | -15.9% | -18.8% |
| 1Y | -29.7% | +9.2% | -39.0% | -37.7% |
| 3Y | +14.2% | +34.1% | -20.0% | -13.6% |
| 5Y | +2.5% | +17.3% | -14.8% | -21.3% |
| All | +45.7% | +68.9% | -23.2% | +4.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DOV.
Daily Out/Under-Performance
Portfolio return minus DOV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOV 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 DOV 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