-45.8%
OWL vs CYCU
-99.9%
+54.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CYCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.4% | +0.6% | -0.7% |
| 7D | -2.2% | -8.1% | +5.8% | -2.1% |
| 30D | +3.7% | -43.0% | +46.7% | +4.5% |
| 3M | +17.5% | -50.8% | +68.4% | +15.3% |
| 6M | +18.5% | -74.1% | +92.7% | +18.3% |
| YTD | -16.3% | -84.0% | +67.6% | -14.7% |
| 1Y | -29.7% | -92.2% | +62.5% | -30.0% |
| All | -45.8% | -99.9% | +54.0% | -32.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CYCU.
Daily Out/Under-Performance
Portfolio return minus CYCU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CYCU 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 CYCU 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