+34.6%
OWL vs CAPR
+105.7%
-71.1%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -4.6% | +1.4% | -3.1% |
| 7D | -6.4% | -12.6% | +6.3% | -6.1% |
| 30D | -5.0% | +124.4% | -129.4% | -6.9% |
| 3M | +15.4% | -66.8% | +82.2% | +16.5% |
| 6M | +15.5% | -71.8% | +87.3% | +16.9% |
| YTD | -22.7% | -70.1% | +47.4% | -22.0% |
| 1Y | -34.1% | +33.3% | -67.4% | -39.5% |
| 3Y | +5.1% | +36.7% | -31.6% | -10.0% |
| 5Y | -11.5% | +72.5% | -83.9% | -28.8% |
| All | +34.6% | +105.7% | -71.1% | +10.5% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling