+45.7%
OWL vs CAPR
+123.8%
-78.2%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.3% | -2.1% | -0.8% |
| 7D | -2.2% | -2.0% | -0.3% | -2.2% |
| 30D | +3.7% | +139.2% | -135.5% | +1.5% |
| 3M | +17.5% | -66.4% | +83.9% | +18.6% |
| 6M | +18.5% | -63.1% | +81.7% | +19.2% |
| YTD | -16.3% | -67.4% | +51.1% | -15.7% |
| 1Y | -29.7% | +58.2% | -88.0% | -36.0% |
| 3Y | +14.2% | +42.2% | -28.0% | -2.1% |
| 5Y | +2.5% | +87.3% | -84.8% | -17.8% |
| All | +45.7% | +123.8% | -78.2% | +19.4% |
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