-73.2%
DOCS vs OWL
-0.3%
-72.8%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.8% | -2.0% | -2.4% |
| 7D | -1.4% | -2.2% | +0.8% | -0.3% |
| 30D | +21.8% | +3.7% | +18.1% | +20.0% |
| 3M | +27.3% | +17.5% | +9.8% | +16.8% |
| 6M | -0.3% | +18.5% | -18.9% | -10.4% |
| YTD | -40.5% | -16.3% | -24.2% | -36.3% |
| 1Y | -61.5% | -29.7% | -31.8% | -55.2% |
| 3Y | +8.2% | +14.2% | -6.0% | -18.9% |
| All | -73.2% | -0.3% | -72.8% | -80.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling