-29.7%
OWL vs DOC
+23.9%
-53.6%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.8% | +1.0% | -0.4% |
| 7D | -2.2% | -1.5% | -0.8% | -2.0% |
| 30D | +3.7% | -4.8% | +8.4% | +4.6% |
| 3M | +17.5% | +6.9% | +10.6% | +15.3% |
| 6M | +18.5% | +20.7% | -2.2% | +13.3% |
| YTD | -16.3% | +34.1% | -50.5% | -22.9% |
| 1Y | -29.7% | +22.6% | -52.4% | -34.7% |
| All | -29.7% | +23.9% | -53.6% | -34.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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