+613.5%
CIEN vs OWL
+32.0%
+581.6%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -4.5% | +10.8% | +7.8% |
| 7D | -5.3% | -3.9% | -1.3% | -4.2% |
| 30D | -17.2% | -3.7% | -13.6% | -16.5% |
| 3M | -26.9% | +21.4% | -48.3% | -32.0% |
| 6M | +16.0% | +18.3% | -2.3% | +7.1% |
| YTD | +45.9% | -20.1% | +66.0% | +53.7% |
| 1Y | +186.8% | -32.8% | +219.6% | +219.3% |
| 3Y | +607.8% | +8.6% | +599.2% | +587.9% |
| 5Y | +506.7% | -4.5% | +511.2% | +473.8% |
| All | +613.5% | +32.0% | +581.6% | +522.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling