+23.6%
OWL vs CAPR
+143.8%
-120.2%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -8.7% | +4.4% | -4.1% |
| 7D | +0.8% | +19.1% | -18.2% | +0.4% |
| 30D | +7.3% | +48.8% | -41.5% | +6.3% |
| 3M | -16.8% | +144.4% | -161.2% | -18.8% |
| 6M | +4.0% | -67.5% | +71.5% | +4.9% |
| YTD | -29.0% | -64.5% | +35.5% | -28.8% |
| 1Y | -29.7% | +74.4% | -104.1% | -36.0% |
| 3Y | -13.5% | +265.7% | -279.2% | -29.2% |
| 5Y | -21.5% | +196.0% | -217.4% | -37.8% |
| All | +23.6% | +143.8% | -120.2% | +0.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling