+80.1%
DDOG vs OWL
+17.3%
+62.8%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | +2.9% | +1.5% | +1.3% | +2.0% |
| 30D | -31.6% | +13.4% | -45.1% | -36.2% |
| 3M | -27.0% | -21.2% | -5.8% | -20.0% |
| 6M | -10.3% | +4.0% | -14.3% | -14.3% |
| YTD | +35.4% | -29.0% | +64.4% | +52.7% |
| 1Y | -1.0% | -28.4% | +27.4% | +10.8% |
| 3Y | +76.7% | -14.5% | +91.2% | +69.5% |
| 5Y | -4.6% | -21.5% | +16.9% | -14.1% |
| All | +80.1% | +17.3% | +62.8% | +55.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling