-3.1%
DDOG vs OWL
-18.7%
+15.5%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.2% | +3.5% | +3.5% |
| 7D | -2.3% | -2.1% | -0.2% | -1.2% |
| 30D | -35.8% | +11.6% | -47.4% | -40.3% |
| 3M | -25.3% | -13.8% | -11.5% | -20.5% |
| 6M | -8.9% | +7.8% | -16.7% | -15.4% |
| YTD | +35.6% | -25.8% | +61.4% | +53.2% |
| 1Y | -6.8% | -26.5% | +19.7% | +5.2% |
| 3Y | +77.9% | -9.6% | +87.5% | +53.7% |
| 5Y | -3.1% | -20.8% | +17.7% | -8.7% |
| All | -3.1% | -18.7% | +15.5% | -8.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling