+28.5%
OWL vs DOCU
-65.4%
+94.0%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +0.2% | +5.4% | +5.6% |
| 7D | -2.4% | -4.8% | +2.4% | -1.0% |
| 30D | +9.3% | +9.4% | -0.1% | +6.5% |
| 3M | -11.0% | +29.0% | -40.0% | -17.5% |
| 6M | +2.4% | +62.3% | -59.9% | -11.8% |
| YTD | -26.2% | +13.7% | -39.8% | -30.3% |
| 1Y | -27.4% | +11.5% | -39.0% | -31.3% |
| 3Y | -8.7% | +94.2% | -102.9% | -28.1% |
| 5Y | -19.3% | -71.7% | +52.4% | -21.4% |
| All | +28.5% | -65.4% | +94.0% | +21.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCU.
Daily Out/Under-Performance
Portfolio return minus DOCU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCU 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 DOCU 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