+599.5%
CIEN vs OWL
+22.7%
+576.8%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.0% | +2.9% | +0.3% |
| 7D | +5.4% | -11.9% | +17.3% | +9.7% |
| 30D | -13.7% | -13.7% | 0.0% | -9.7% |
| 3M | -23.0% | +12.3% | -35.3% | -26.6% |
| 6M | -0.8% | +15.0% | -15.8% | -7.6% |
| YTD | +43.1% | -25.7% | +68.8% | +54.3% |
| 1Y | +157.6% | -39.5% | +197.1% | +197.5% |
| 3Y | +593.8% | +0.9% | +592.9% | +590.5% |
| 5Y | +520.6% | -16.5% | +537.1% | +505.3% |
| All | +599.5% | +22.7% | +576.8% | +524.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling