+55.8%
DOCS vs OWL
-13.0%
+68.8%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -7.1% | +2.8% | -1.7% |
| 7D | -1.3% | -5.0% | +3.7% | +0.5% |
| 30D | +19.4% | +9.0% | +10.4% | +15.5% |
| 3M | +53.4% | -12.7% | +66.1% | +61.2% |
| 6M | +28.8% | -4.0% | +32.8% | +30.3% |
| YTD | -25.1% | -29.6% | +4.5% | -15.9% |
| 1Y | -48.1% | -31.9% | -16.2% | -41.3% |
| All | +55.8% | -13.0% | +68.8% | +25.6% |
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