-0.9%
OWL vs DUOL
+1.6%
-2.6%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.0% | +2.3% | +1.5% |
| 7D | -10.1% | -7.0% | -3.1% | -8.8% |
| 30D | -11.9% | +6.7% | -18.6% | -13.4% |
| 3M | +10.7% | +16.0% | -5.3% | +6.2% |
| 6M | +22.1% | +45.4% | -23.3% | +10.6% |
| YTD | -24.8% | -18.1% | -6.7% | -23.4% |
| 1Y | -39.2% | -53.6% | +14.4% | -31.0% |
| 3Y | +1.7% | -11.0% | +12.7% | -3.9% |
| 5Y | -15.5% | -17.1% | +1.6% | -30.3% |
| All | -0.9% | +1.6% | -2.6% | -18.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DUOL.
Daily Out/Under-Performance
Portfolio return minus DUOL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DUOL 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 10y: compounded portfolio wealth divided by compounded DUOL 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…
10y analysis · Full analysis span regression · 6 months rolling