-38.7%
DOCS vs OWL
-1.8%
-36.9%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.3% | -1.7% |
| 7D | -0.8% | -4.9% | +4.2% | +1.7% |
| 30D | +17.4% | +7.8% | +9.6% | +12.7% |
| 3M | +57.4% | -12.7% | +70.0% | +68.0% |
| 6M | +26.5% | -2.8% | +29.4% | +26.6% |
| YTD | -26.6% | -30.1% | +3.5% | -14.9% |
| 1Y | -48.1% | -29.1% | -19.0% | -40.6% |
| 3Y | +52.6% | -12.3% | +64.9% | +37.2% |
| 5Y | -52.1% | -27.5% | -24.5% | -58.1% |
| All | -38.7% | -1.8% | -36.9% | -44.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling