+19.8%
DDOG vs OWL
-28.0%
+47.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | +3.1% | -17.5% | -15.0% |
| 7D | -32.2% | +10.1% | -42.3% | -33.8% |
| 30D | -31.7% | +18.7% | -50.5% | -34.7% |
| 3M | -34.5% | -6.2% | -28.3% | -33.4% |
| 6M | +28.7% | +9.8% | +18.9% | +24.7% |
| YTD | +38.8% | -24.2% | +62.9% | +35.2% |
| 1Y | +19.8% | -26.6% | +46.4% | +17.3% |
| All | +19.8% | -28.0% | +47.9% | +17.3% |
Cumulative growth
Daily Returns
Daily percentage return beside OWL.
Daily Out/Under-Performance
Portfolio return minus OWL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OWL 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 1y: compounded portfolio wealth divided by compounded OWL 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…
1y analysis · Full analysis span regression · 6 months rolling