+486.5%
CIEN vs OWL
+17.3%
+469.3%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | 0.0% | -4.6% | -4.6% |
| 7D | +15.3% | +1.5% | +13.7% | +14.8% |
| 30D | -22.0% | +13.4% | -35.4% | -25.5% |
| 3M | -36.6% | -21.2% | -15.4% | -31.8% |
| 6M | -51.5% | +4.0% | -55.5% | -52.8% |
| YTD | +20.0% | -29.0% | +49.0% | +30.9% |
| 1Y | +44.5% | -28.4% | +72.9% | +56.5% |
| 3Y | +539.0% | -14.5% | +553.6% | +568.1% |
| 5Y | +356.8% | -21.5% | +378.3% | +352.3% |
| All | +486.5% | +17.3% | +469.3% | +430.4% |
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 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