-4.5%
OWL vs DRI
+70.3%
-74.8%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.8% | -2.7% | -3.6% |
| 7D | -3.9% | -1.2% | -2.7% | -3.4% |
| 30D | -3.7% | -0.4% | -3.3% | -3.8% |
| 3M | +21.4% | +9.5% | +11.9% | +14.9% |
| 6M | +18.3% | +6.5% | +11.9% | +13.3% |
| YTD | -20.1% | +18.4% | -38.5% | -28.4% |
| 1Y | -32.8% | +4.2% | -37.0% | -35.7% |
| 3Y | +8.6% | +57.1% | -48.5% | -20.0% |
| 5Y | -4.5% | +70.4% | -74.9% | -37.3% |
| All | -4.5% | +70.3% | -74.8% | -37.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling