+0.5%
OWL vs DVA
+89.4%
-88.9%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.9% | -3.0% | -3.9% |
| 7D | -11.9% | -0.2% | -11.7% | -11.9% |
| 30D | -13.7% | +1.7% | -15.4% | -13.7% |
| 3M | +12.3% | -8.7% | +20.9% | +12.2% |
| 6M | +15.0% | +19.7% | -4.6% | +13.8% |
| YTD | -25.7% | +59.6% | -85.3% | -28.8% |
| 1Y | -39.5% | +37.1% | -76.6% | -40.4% |
| All | +0.5% | +89.4% | -88.9% | -3.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling