+34.6%
OWL vs DVA
+67.3%
-32.6%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.6% | -4.8% | -3.4% |
| 7D | -6.4% | +2.0% | -8.4% | -6.5% |
| 30D | -5.0% | -0.4% | -4.6% | -5.0% |
| 3M | +15.4% | -7.7% | +23.1% | +15.8% |
| 6M | +15.5% | +20.0% | -4.5% | +12.2% |
| YTD | -22.7% | +61.1% | -83.8% | -28.6% |
| 1Y | -34.1% | +33.9% | -67.9% | -37.0% |
| 3Y | +5.1% | +91.5% | -86.5% | -6.7% |
| 5Y | -11.5% | +41.8% | -53.2% | -24.3% |
| All | +34.6% | +67.3% | -32.6% | +20.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling