+39.1%
OWL vs CASY
+326.5%
-287.4%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -3.0% | -1.5% | -3.7% |
| 7D | -3.9% | -4.4% | +0.4% | -2.8% |
| 30D | -3.7% | -12.0% | +8.4% | -0.7% |
| 3M | +21.4% | -2.3% | +23.7% | +20.2% |
| 6M | +18.3% | +10.5% | +7.8% | +11.9% |
| YTD | -20.1% | +33.0% | -53.1% | -29.3% |
| 1Y | -32.8% | +41.1% | -73.9% | -41.9% |
| 3Y | +8.6% | +207.5% | -198.9% | -30.3% |
| 5Y | -4.5% | +290.7% | -295.2% | -44.1% |
| All | +39.1% | +326.5% | -287.4% | -21.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CASY.
Daily Out/Under-Performance
Portfolio return minus CASY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CASY 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 10y: compounded portfolio wealth divided by compounded CASY 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…
10y analysis · Full analysis span regression · 6 months rolling