-26.6%
OWL vs CAPR
+47.4%
-74.0%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +8.3% | -5.2% | +3.0% |
| 7D | +10.1% | +43.2% | -33.0% | +9.7% |
| 30D | +18.7% | +14.7% | +4.1% | +18.5% |
| 3M | -6.2% | +113.9% | -120.1% | -7.0% |
| 6M | +9.8% | -73.4% | +83.2% | +10.7% |
| YTD | -24.2% | -69.1% | +44.9% | -23.8% |
| 1Y | -26.6% | +47.2% | -73.8% | -30.0% |
| All | -26.6% | +47.4% | -74.0% | -30.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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