+116.3%
DDOG vs OWL
+24.2%
+92.1%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.2% | -1.5% | -0.8% |
| 7D | +3.9% | -10.1% | +14.0% | +8.8% |
| 30D | -8.2% | -11.9% | +3.7% | -3.0% |
| 3M | -5.6% | +10.7% | -16.3% | -10.9% |
| 6M | +73.5% | +22.1% | +51.4% | +54.4% |
| YTD | +62.7% | -24.8% | +87.5% | +81.2% |
| 1Y | +59.0% | -39.2% | +98.2% | +93.0% |
| 3Y | +117.1% | +1.7% | +115.4% | +92.9% |
| 5Y | +61.3% | -15.5% | +76.8% | +43.1% |
| All | +116.3% | +24.2% | +92.1% | +84.2% |
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