-9.4%
OWL vs CART
+137.8%
-147.2%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | +1.1% | +0.3% | +0.8% | +1.1% |
| 30D | +10.0% | +22.4% | -12.4% | +4.4% |
| 3M | -8.7% | +15.6% | -24.3% | -12.3% |
| 6M | +3.1% | +44.9% | -41.8% | -6.6% |
| YTD | -25.6% | +30.0% | -55.6% | -31.3% |
| 1Y | -25.5% | +56.6% | -82.1% | -34.5% |
| 3Y | -9.4% | +131.9% | -141.4% | -28.7% |
| All | -9.4% | +137.8% | -147.2% | -28.7% |
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 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