+196.4%
DOCN vs OWL
-13.0%
+209.5%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | -7.1% | -8.7% | -12.1% |
| 7D | -29.3% | -5.0% | -24.3% | -27.1% |
| 30D | -46.0% | +9.0% | -55.1% | -48.6% |
| 3M | -43.2% | -12.7% | -30.5% | -40.1% |
| 6M | -53.7% | -4.0% | -49.7% | -54.1% |
| YTD | +46.9% | -29.6% | +76.5% | +74.3% |
| 1Y | +54.3% | -31.9% | +86.3% | +86.1% |
| All | +196.4% | -13.0% | +209.5% | +183.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling