+1.7%
OWL vs DTE
+43.4%
-41.7%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.3% | +2.6% | +1.4% |
| 7D | -10.1% | -2.6% | -7.6% | -9.8% |
| 30D | -11.9% | -4.4% | -7.5% | -11.4% |
| 3M | +10.7% | -8.3% | +19.1% | +11.9% |
| 6M | +22.1% | -8.1% | +30.2% | +23.3% |
| YTD | -24.8% | +4.4% | -29.2% | -26.6% |
| 1Y | -39.2% | +0.2% | -39.4% | -39.9% |
| 3Y | +1.7% | +42.6% | -40.9% | -5.3% |
| All | +1.7% | +43.4% | -41.7% | -5.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 3y: compounded portfolio wealth divided by compounded DTE 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…
3y analysis · Full analysis span regression · 6 months rolling