-27.0%
OWL vs DOC
-22.1%
-5.0%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -0.2% | -6.9% | -7.0% |
| 7D | -5.0% | +6.2% | -11.2% | -7.8% |
| 30D | +9.0% | +6.5% | +2.6% | +5.7% |
| 3M | -12.7% | -6.2% | -6.5% | -10.1% |
| 6M | -4.0% | +25.6% | -29.6% | -16.5% |
| YTD | -29.6% | +32.1% | -61.7% | -40.5% |
| 1Y | -31.9% | +20.3% | -52.2% | -39.5% |
| 3Y | -13.1% | +42.7% | -55.9% | -33.0% |
| 5Y | -27.0% | -22.2% | -4.9% | -15.3% |
| All | -27.0% | -22.1% | -5.0% | -15.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling