-27.2%
OWL vs CART
+51.1%
-78.3%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.6% | -1.5% |
| 7D | -1.2% | +0.3% | -1.4% | -1.2% |
| 30D | +7.6% | +22.4% | -14.8% | +2.4% |
| 3M | -10.7% | +15.6% | -26.3% | -14.0% |
| 6M | +0.9% | +44.9% | -44.0% | -7.9% |
| YTD | -27.3% | +30.0% | -57.3% | -32.6% |
| 1Y | -27.2% | +56.6% | -83.8% | -38.7% |
| All | -27.2% | +51.1% | -78.3% | -38.7% |
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