+45.7%
OWL vs DOCU
-69.6%
+115.2%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.7% | -4.5% | -1.8% |
| 7D | -2.2% | +6.9% | -9.1% | -4.1% |
| 30D | +3.7% | +19.0% | -15.3% | -1.4% |
| 3M | +17.5% | +34.3% | -16.8% | +7.4% |
| 6M | +18.5% | +48.0% | -29.5% | +4.8% |
| YTD | -16.3% | 0.0% | -16.3% | -17.9% |
| 1Y | -29.7% | -10.3% | -19.5% | -29.2% |
| 3Y | +14.2% | +32.4% | -18.2% | 0.0% |
| 5Y | +2.5% | -77.9% | +80.4% | +5.1% |
| All | +45.7% | -69.6% | +115.2% | +43.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling