+45.7%
OWL vs DRI
+127.3%
-81.6%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.2% | -0.5% |
| 7D | -2.2% | +0.6% | -2.8% | -2.5% |
| 30D | +3.7% | +3.8% | -0.2% | +1.6% |
| 3M | +17.5% | +13.0% | +4.5% | +10.4% |
| 6M | +18.5% | +8.3% | +10.2% | +13.3% |
| YTD | -16.3% | +20.6% | -36.9% | -24.4% |
| 1Y | -29.7% | +6.5% | -36.2% | -33.0% |
| 3Y | +14.2% | +53.7% | -39.5% | -9.6% |
| 5Y | +2.5% | +72.7% | -70.2% | -26.4% |
| All | +45.7% | +127.3% | -81.6% | +4.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling