-19.3%
OWL vs CASY
+253.8%
-273.1%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +0.7% | +4.9% | +5.4% |
| 7D | -2.4% | +3.6% | -5.9% | -3.3% |
| 30D | +9.3% | +7.2% | +2.1% | +7.0% |
| 3M | -11.0% | -16.9% | +6.0% | -6.7% |
| 6M | +2.4% | -19.3% | +21.8% | +7.4% |
| YTD | -26.2% | +25.6% | -51.8% | -35.2% |
| 1Y | -27.4% | +30.2% | -57.6% | -37.4% |
| 3Y | -8.7% | +154.9% | -163.6% | -42.6% |
| 5Y | -19.3% | +252.1% | -271.4% | -59.3% |
| All | -19.3% | +253.8% | -273.1% | -59.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling