+30.9%
OWL vs DVA
+65.9%
-35.0%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.1% | +1.1% | +1.2% |
| 7D | -10.1% | -1.3% | -8.8% | -10.0% |
| 30D | -11.9% | 0.0% | -12.0% | -11.9% |
| 3M | +10.7% | -10.9% | +21.7% | +11.5% |
| 6M | +22.1% | +17.3% | +4.9% | +19.0% |
| YTD | -24.8% | +59.8% | -84.6% | -30.5% |
| 1Y | -39.2% | +36.3% | -75.5% | -42.2% |
| 3Y | +1.7% | +88.6% | -86.9% | -9.4% |
| 5Y | -15.5% | +47.5% | -63.0% | -27.0% |
| All | +30.9% | +65.9% | -35.0% | +17.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 DVA 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