+7.8%
OWL vs CART
+21.6%
-13.8%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.5% | -0.5% |
| 7D | -2.2% | +1.0% | -3.3% | -2.5% |
| 30D | +3.7% | +12.6% | -8.9% | +1.0% |
| 3M | +17.5% | +23.1% | -5.6% | +12.3% |
| 6M | +18.5% | +39.5% | -21.0% | +10.0% |
| YTD | -16.3% | +13.5% | -29.9% | -19.3% |
| 1Y | -29.7% | +14.9% | -44.6% | -32.7% |
| All | +7.8% | +21.6% | -13.8% | -6.6% |
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