-47.3%
DOCS vs OWL
-28.0%
-19.3%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +3.1% | +3.3% | +5.4% |
| 7D | +1.2% | +10.1% | -8.9% | -1.7% |
| 30D | +21.3% | +18.7% | +2.6% | +15.1% |
| 3M | +58.4% | -6.2% | +64.6% | +61.5% |
| 6M | +39.3% | +9.8% | +29.5% | +37.7% |
| YTD | -21.7% | -24.2% | +2.5% | -18.6% |
| 1Y | -47.3% | -26.6% | -20.7% | -45.5% |
| All | -47.3% | -28.0% | -19.3% | -45.5% |
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