+29.4%
OWL vs CASY
+306.6%
-277.1%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.2% | +0.5% |
| 7D | +1.1% | +5.0% | -3.9% | -0.2% |
| 30D | +10.0% | +8.2% | +1.8% | +7.8% |
| 3M | -8.7% | -18.2% | +9.5% | -4.3% |
| 6M | +3.1% | -18.6% | +21.7% | +7.3% |
| YTD | -25.6% | +26.8% | -52.4% | -33.6% |
| 1Y | -25.5% | +31.6% | -57.1% | -34.5% |
| 3Y | -9.4% | +156.5% | -165.9% | -38.0% |
| 5Y | -18.2% | +258.6% | -276.8% | -51.7% |
| All | +29.4% | +306.6% | -277.1% | -25.8% |
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