+108.2%
DDOG vs OWL
+38.2%
+70.0%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.5% |
| 7D | -10.1% | -2.2% | -7.9% | -9.2% |
| 30D | -24.8% | +3.7% | -28.5% | -26.2% |
| 3M | -12.6% | +17.5% | -30.1% | -19.6% |
| 6M | +79.9% | +18.5% | +61.4% | +62.7% |
| YTD | +56.6% | -16.3% | +72.9% | +66.6% |
| 1Y | +61.6% | -29.7% | +91.3% | +83.4% |
| 3Y | +117.9% | +14.2% | +103.7% | +84.0% |
| 5Y | +54.2% | +2.5% | +51.7% | +30.1% |
| All | +108.2% | +38.2% | +70.0% | +69.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling