+123.8%
F vs OWL
+38.2%
+85.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.8% | +2.2% | +1.7% |
| 7D | +5.3% | -2.2% | +7.6% | +6.1% |
| 30D | +4.6% | +3.7% | +0.9% | +3.1% |
| 3M | -3.7% | +17.5% | -21.2% | -9.4% |
| 6M | +16.8% | +18.5% | -1.7% | +8.5% |
| YTD | +15.3% | -16.3% | +31.6% | +20.0% |
| 1Y | +31.0% | -29.7% | +60.7% | +43.9% |
| 3Y | +45.4% | +14.2% | +31.3% | +24.8% |
| 5Y | +54.7% | +2.5% | +52.2% | +30.5% |
| All | +123.8% | +38.2% | +85.5% | +72.4% |
Cumulative growth
Daily Returns
Daily percentage return beside OWL.
Daily Out/Under-Performance
Portfolio return minus OWL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OWL 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 OWL 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