+68.6%
CSX vs OWL
-13.7%
+82.3%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.7% | -2.7% | -3.3% |
| 7D | -5.5% | -4.9% | -0.6% | -4.8% |
| 30D | +4.9% | +7.8% | -2.9% | +3.7% |
| 3M | -2.9% | -12.7% | +9.8% | -1.2% |
| 6M | +8.3% | -2.8% | +11.2% | +8.1% |
| YTD | +36.7% | -30.1% | +66.8% | +44.4% |
| 1Y | +41.5% | -29.1% | +70.6% | +48.7% |
| 3Y | +68.6% | -12.3% | +80.9% | +63.3% |
| All | +68.6% | -13.7% | +82.3% | +63.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling