+39.1%
OWL vs CBOE
+264.5%
-225.4%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.7% | -2.8% | -4.4% |
| 7D | -3.9% | -4.6% | +0.7% | -3.8% |
| 30D | -3.7% | +2.6% | -6.3% | -3.8% |
| 3M | +21.4% | +4.9% | +16.5% | +20.6% |
| 6M | +18.3% | -2.2% | +20.5% | +17.8% |
| YTD | -20.1% | +17.7% | -37.8% | -22.1% |
| 1Y | -32.8% | +26.1% | -58.9% | -35.0% |
| 3Y | +8.6% | +97.1% | -88.5% | -7.8% |
| 5Y | -4.5% | +149.2% | -153.6% | -26.5% |
| All | +39.1% | +264.5% | -225.4% | +1.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling