+21.7%
OWL vs DOC
-4.8%
+26.5%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.4% | -1.0% |
| 7D | -4.9% | +6.5% | -11.4% | -7.7% |
| 30D | +7.8% | +9.2% | -1.4% | +3.5% |
| 3M | -12.7% | -2.5% | -10.2% | -11.7% |
| 6M | -2.8% | +7.1% | -9.9% | -6.6% |
| YTD | -30.1% | +33.0% | -63.1% | -40.4% |
| 1Y | -29.1% | +23.3% | -52.4% | -37.3% |
| 3Y | -12.3% | +44.9% | -57.2% | -30.9% |
| 5Y | -27.5% | -21.6% | -5.9% | -21.6% |
| All | +21.7% | -4.8% | +26.5% | +25.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling