+48.9%
CIEN vs OWL
-28.0%
+76.9%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +3.1% | -12.4% | -9.3% |
| 7D | -25.0% | +10.1% | -35.2% | -25.2% |
| 30D | -30.1% | +18.7% | -48.9% | -30.4% |
| 3M | -33.8% | -6.2% | -27.6% | -33.8% |
| 6M | -49.4% | +9.8% | -59.2% | -49.2% |
| YTD | +16.4% | -24.2% | +40.6% | +11.6% |
| 1Y | +48.9% | -26.6% | +75.5% | +42.4% |
| All | +48.9% | -28.0% | +76.9% | +42.4% |
Cumulative growth
Daily Returns
Daily percentage return beside OWL.
Daily Out/Under-Performance
Portfolio return minus OWL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OWL 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 1y: compounded portfolio wealth divided by compounded OWL 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…
1y analysis · Full analysis span regression · 6 months rolling