+203.9%
DOCN vs OWL
-13.7%
+217.6%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.7% | +3.2% | +2.9% |
| 7D | -19.2% | -4.9% | -14.2% | -16.7% |
| 30D | -43.1% | +7.8% | -50.8% | -45.4% |
| 3M | -40.7% | -12.7% | -28.0% | -37.5% |
| 6M | -55.0% | -2.8% | -52.2% | -55.7% |
| YTD | +50.6% | -30.1% | +80.7% | +79.3% |
| 1Y | +54.0% | -29.1% | +83.0% | +80.7% |
| 3Y | +203.9% | -12.3% | +216.2% | +192.0% |
| All | +203.9% | -13.7% | +217.6% | +192.0% |
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 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