+59.9%
DDOG vs OWL
-6.9%
+66.7%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -3.2% | +10.4% | +8.9% |
| 7D | +7.7% | -6.4% | +14.0% | +11.3% |
| 30D | -13.6% | -5.0% | -8.6% | -11.7% |
| 3M | -0.9% | +15.4% | -16.3% | -9.6% |
| 6M | +75.2% | +15.5% | +59.7% | +57.2% |
| YTD | +65.7% | -22.7% | +88.3% | +85.6% |
| 1Y | +60.4% | -34.1% | +94.4% | +92.5% |
| 3Y | +130.7% | +5.1% | +125.6% | +83.7% |
| 5Y | +59.9% | -11.5% | +71.3% | +31.4% |
| All | +59.9% | -6.9% | +66.7% | +31.4% |
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