+45.7%
OWL vs CASY
+339.7%
-294.0%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.7% |
| 7D | -2.2% | +0.1% | -2.3% | -2.3% |
| 30D | +3.7% | -11.3% | +15.0% | +6.7% |
| 3M | +17.5% | -0.6% | +18.2% | +15.9% |
| 6M | +18.5% | +10.7% | +7.8% | +12.3% |
| YTD | -16.3% | +37.1% | -53.5% | -26.5% |
| 1Y | -29.7% | +52.3% | -82.0% | -40.7% |
| 3Y | +14.2% | +215.2% | -201.0% | -27.1% |
| 5Y | +2.5% | +276.5% | -274.0% | -40.6% |
| All | +45.7% | +339.7% | -294.0% | -17.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling