-34.1%
OWL vs CAPR
+35.4%
-69.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -4.6% | +1.4% | -3.2% |
| 7D | -6.4% | -12.6% | +6.3% | -6.3% |
| 30D | -5.0% | +124.4% | -129.4% | -5.9% |
| 3M | +15.4% | -66.8% | +82.2% | +16.2% |
| 6M | +15.5% | -71.8% | +87.3% | +16.4% |
| YTD | -22.7% | -70.1% | +47.4% | -22.2% |
| 1Y | -34.1% | +33.3% | -67.4% | -36.8% |
| All | -34.1% | +35.4% | -69.5% | -36.8% |
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