-43.2%
DOCN vs OWL
-14.1%
-29.1%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | -7.1% | -8.7% | -15.8% |
| 7D | -29.3% | -5.0% | -24.3% | -28.8% |
| 30D | -46.0% | +9.0% | -55.1% | -44.0% |
| 3M | -43.2% | -12.7% | -30.5% | -46.7% |
| All | -43.2% | -14.1% | -29.1% | -46.7% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling