-11.6%
OWL vs CART
+111.7%
-123.3%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -2.4% | -4.7% | -6.6% |
| 7D | -5.0% | +1.2% | -6.2% | -5.2% |
| 30D | +9.0% | +27.1% | -18.1% | +2.7% |
| 3M | -12.7% | +27.4% | -40.2% | -18.1% |
| 6M | -4.0% | +32.1% | -36.1% | -11.0% |
| YTD | -29.6% | +28.5% | -58.1% | -34.6% |
| 1Y | -31.9% | +58.8% | -90.8% | -40.1% |
| All | -11.6% | +111.7% | -123.3% | -27.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling