+1.7%
OWL vs CBOE
+89.1%
-87.4%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.2% | +3.5% | +0.8% |
| 7D | -10.1% | -5.8% | -4.3% | -11.1% |
| 30D | -11.9% | -3.1% | -8.8% | -12.3% |
| 3M | +10.7% | -4.8% | +15.5% | +9.9% |
| 6M | +22.1% | -0.6% | +22.7% | +22.7% |
| YTD | -24.8% | +12.8% | -37.6% | -22.2% |
| 1Y | -39.2% | +19.8% | -59.0% | -36.1% |
| 3Y | +1.7% | +86.9% | -85.2% | +6.9% |
| All | +1.7% | +89.1% | -87.4% | +6.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CBOE.
Daily Out/Under-Performance
Portfolio return minus CBOE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBOE 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 3y: compounded portfolio wealth divided by compounded CBOE 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…
3y analysis · Full analysis span regression · 6 months rolling