+34.6%
OWL vs DTE
+53.4%
-18.8%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.9% | -2.3% | -3.0% |
| 7D | -6.4% | 0.0% | -6.4% | -6.4% |
| 30D | -5.0% | -0.5% | -4.5% | -4.9% |
| 3M | +15.4% | -6.0% | +21.4% | +17.2% |
| 6M | +15.5% | -7.2% | +22.7% | +17.5% |
| YTD | -22.7% | +7.2% | -29.8% | -25.3% |
| 1Y | -34.1% | +4.1% | -38.1% | -35.6% |
| 3Y | +5.1% | +46.9% | -41.8% | -10.0% |
| 5Y | -11.5% | +32.9% | -44.4% | -20.2% |
| All | +34.6% | +53.4% | -18.8% | +19.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling