-28.4%
OWL vs CART
+49.3%
-77.7%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | -0.1% |
| 7D | +1.5% | +1.3% | +0.2% | +1.3% |
| 30D | +13.4% | +19.2% | -5.7% | +8.6% |
| 3M | -21.2% | +17.6% | -38.8% | -24.4% |
| 6M | +4.0% | +47.4% | -43.3% | -5.4% |
| YTD | -29.0% | +30.9% | -59.9% | -34.0% |
| 1Y | -28.4% | +46.0% | -74.4% | -36.5% |
| All | -28.4% | +49.3% | -77.7% | -36.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CART.
Daily Out/Under-Performance
Portfolio return minus CART return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CART 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 CART 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