-27.0%
OWL vs DOCU
-71.9%
+44.8%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -2.0% | -5.2% | -6.6% |
| 7D | -5.0% | -3.2% | -1.8% | -4.0% |
| 30D | +9.0% | +15.7% | -6.6% | +4.3% |
| 3M | -12.7% | +37.3% | -50.0% | -21.0% |
| 6M | -4.0% | +63.1% | -67.2% | -18.4% |
| YTD | -29.6% | +15.4% | -45.0% | -34.1% |
| 1Y | -31.9% | +11.3% | -43.3% | -35.8% |
| 3Y | -13.1% | +92.1% | -105.2% | -33.0% |
| 5Y | -27.0% | -70.5% | +43.5% | -34.6% |
| All | -27.0% | -71.9% | +44.8% | -34.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling