+34.6%
OWL vs DRI
+119.5%
-84.9%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.6% | -1.6% | -2.5% |
| 7D | -6.4% | -4.8% | -1.6% | -4.3% |
| 30D | -5.0% | -3.9% | -1.1% | -3.6% |
| 3M | +15.4% | +5.1% | +10.3% | +12.1% |
| 6M | +15.5% | +5.5% | +10.0% | +11.6% |
| YTD | -22.7% | +16.5% | -39.1% | -29.0% |
| 1Y | -34.1% | +2.0% | -36.0% | -35.9% |
| 3Y | +5.1% | +54.5% | -49.4% | -17.2% |
| 5Y | -11.5% | +66.6% | -78.1% | -35.4% |
| All | +34.6% | +119.5% | -84.9% | -1.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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