+32.0%
OWL vs DOCU
-64.2%
+96.2%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.2% | +2.9% | +3.0% |
| 7D | +10.1% | -3.7% | +13.8% | +11.2% |
| 30D | +18.7% | +15.0% | +3.8% | +14.0% |
| 3M | -6.2% | +39.9% | -46.1% | -15.1% |
| 6M | +9.8% | +66.2% | -56.4% | -6.2% |
| YTD | -24.2% | +17.7% | -41.9% | -29.2% |
| 1Y | -26.6% | +13.7% | -40.3% | -30.9% |
| 3Y | -6.4% | +95.9% | -102.3% | -26.5% |
| 5Y | -21.4% | -71.7% | +50.3% | -24.0% |
| All | +32.0% | -64.2% | +96.2% | +23.9% |
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 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