+70.5%
DOCN vs OWL
+25.4%
+45.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.7% | +3.2% | +2.9% |
| 7D | -19.2% | -4.9% | -14.2% | -16.6% |
| 30D | -43.1% | +7.8% | -50.8% | -45.7% |
| 3M | -40.7% | -12.7% | -28.0% | -37.3% |
| 6M | -55.0% | -2.8% | -52.2% | -55.7% |
| YTD | +50.6% | -30.1% | +80.7% | +77.3% |
| 1Y | +54.0% | -29.1% | +83.0% | +78.9% |
| 3Y | +203.9% | -12.3% | +216.2% | +201.9% |
| 5Y | -29.4% | -27.5% | -1.8% | -34.7% |
| All | +70.5% | +25.4% | +45.1% | +45.1% |
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 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