+51.5%
DOCN vs OWL
-28.3%
+79.8%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +5.6% | +2.4% | +6.1% |
| 7D | -12.8% | -2.4% | -10.4% | -11.9% |
| 30D | -41.9% | +9.3% | -51.2% | -43.4% |
| 3M | -36.9% | -11.0% | -26.0% | -35.0% |
| 6M | -52.2% | +2.4% | -54.7% | -53.5% |
| YTD | +62.7% | -26.2% | +88.9% | +80.8% |
| All | +51.5% | -28.3% | +79.8% | +68.0% |
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