+250.2%
DOCN vs OWL
-29.1%
+279.3%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.8% | +3.6% | +3.1% |
| 7D | +1.1% | -2.2% | +3.4% | +1.9% |
| 30D | -9.6% | +3.7% | -13.3% | -11.3% |
| 3M | -37.7% | +17.5% | -55.2% | -41.7% |
| 6M | +115.2% | +18.5% | +96.7% | +102.7% |
| YTD | +133.7% | -16.3% | +150.1% | +145.0% |
| 1Y | +250.2% | -29.7% | +279.9% | +273.1% |
| All | +250.2% | -29.1% | +279.3% | +273.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling