-4.5%
OWL vs CAPR
+87.6%
-92.0%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -3.6% | -0.9% | -4.4% |
| 7D | -3.9% | -9.5% | +5.6% | -3.8% |
| 30D | -3.7% | +121.5% | -125.2% | -5.5% |
| 3M | +21.4% | -65.4% | +86.8% | +22.4% |
| 6M | +18.3% | -67.5% | +85.9% | +19.4% |
| YTD | -20.1% | -68.6% | +48.5% | -19.4% |
| 1Y | -32.8% | +42.7% | -75.5% | -38.5% |
| 3Y | +8.6% | +43.4% | -34.8% | -8.6% |
| 5Y | -4.5% | +86.0% | -90.5% | -26.6% |
| All | -4.5% | +87.6% | -92.0% | -26.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling