+0.1%
OWL vs DOC
-24.5%
+24.6%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.8% | +1.0% | +0.1% |
| 7D | -2.2% | -1.5% | -0.8% | -1.6% |
| 30D | +3.7% | -4.8% | +8.4% | +6.0% |
| 3M | +17.5% | +6.9% | +10.6% | +13.0% |
| 6M | +18.5% | +20.7% | -2.2% | +6.0% |
| YTD | -16.3% | +34.1% | -50.5% | -29.7% |
| 1Y | -29.7% | +22.6% | -52.4% | -38.1% |
| 3Y | +14.2% | +20.8% | -6.7% | +0.8% |
| All | +0.1% | -24.5% | +24.6% | +12.0% |
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