-34.1%
OWL vs DRI
+3.0%
-37.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.6% | -1.6% | -2.9% |
| 7D | -6.4% | -4.8% | -1.6% | -5.6% |
| 30D | -5.0% | -3.9% | -1.1% | -4.5% |
| 3M | +15.4% | +5.1% | +10.3% | +13.5% |
| 6M | +15.5% | +5.5% | +10.0% | +13.0% |
| YTD | -22.7% | +16.5% | -39.1% | -26.0% |
| 1Y | -34.1% | +2.0% | -36.0% | -39.6% |
| All | -34.1% | +3.0% | -37.1% | -39.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling