-9.9%
OWL vs CART
+38.4%
-48.3%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.3% | -0.8% |
| 7D | -4.9% | +3.0% | -7.9% | -5.5% |
| 30D | +7.8% | +28.6% | -20.8% | +2.0% |
| 3M | -12.7% | +29.1% | -41.7% | -17.5% |
| 6M | -2.8% | +44.7% | -47.5% | -10.6% |
| YTD | -30.1% | +29.2% | -59.3% | -34.5% |
| 1Y | -29.1% | +66.2% | -95.2% | -37.0% |
| 3Y | -12.3% | +112.8% | -125.1% | -24.6% |
| All | -9.9% | +38.4% | -48.3% | -24.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling