+32.0%
OWL vs DOC
-5.2%
+37.2%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +3.1% | 0.0% | +1.6% |
| 7D | +10.1% | +8.7% | +1.4% | +6.0% |
| 30D | +18.7% | +7.6% | +11.1% | +14.7% |
| 3M | -6.2% | -5.3% | -0.9% | -3.9% |
| 6M | +9.8% | +27.6% | -17.8% | -4.3% |
| YTD | -24.2% | +32.4% | -56.6% | -35.3% |
| 1Y | -26.6% | +22.9% | -49.4% | -34.9% |
| 3Y | -6.4% | +43.1% | -49.5% | -25.7% |
| 5Y | -21.4% | -21.4% | 0.0% | -14.9% |
| All | +32.0% | -5.2% | +37.2% | +36.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling