-12.3%
OWL vs DOCU
+87.9%
-100.2%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +1.0% | -0.2% |
| 7D | -4.9% | -5.5% | +0.6% | -3.3% |
| 30D | +7.8% | +12.6% | -4.8% | +3.9% |
| 3M | -12.7% | +36.4% | -49.1% | -20.8% |
| 6M | -2.8% | +66.8% | -69.6% | -18.0% |
| YTD | -30.1% | +13.5% | -43.5% | -34.4% |
| 1Y | -29.1% | +11.3% | -40.4% | -33.2% |
| 3Y | -12.3% | +92.1% | -104.3% | -25.6% |
| All | -12.3% | +87.9% | -100.2% | -25.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling