+16.6%
OWL vs DOC
+20.8%
-4.2%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.8% | +1.0% | -0.2% |
| 7D | -2.2% | -1.5% | -0.8% | -1.8% |
| 30D | +3.7% | -4.8% | +8.4% | +5.2% |
| 3M | +17.5% | +6.9% | +10.6% | +14.5% |
| 6M | +18.5% | +20.7% | -2.2% | +10.3% |
| YTD | -16.3% | +34.1% | -50.5% | -25.3% |
| 1Y | -29.7% | +22.6% | -52.4% | -35.2% |
| All | +16.6% | +20.8% | -4.2% | +13.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling