+26.6%
OWL vs CAPR
+111.2%
-84.6%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -9.9% | +8.4% | -1.3% |
| 7D | -1.2% | +7.6% | -8.8% | -1.3% |
| 30D | +7.6% | +13.3% | -5.7% | +7.2% |
| 3M | -10.7% | +130.4% | -141.1% | -12.6% |
| 6M | +0.9% | -70.8% | +71.7% | +2.0% |
| YTD | -27.3% | -69.3% | +42.0% | -26.8% |
| 1Y | -27.2% | +59.5% | -86.7% | -33.7% |
| 3Y | -11.4% | +216.8% | -228.2% | -27.3% |
| 5Y | -20.0% | +152.7% | -172.7% | -36.3% |
| All | +26.6% | +111.2% | -84.6% | +3.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling