+31.6%
FAST vs OWL
-28.0%
+59.7%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.1% | -1.4% | +1.5% |
| 7D | +3.4% | +10.1% | -6.7% | +2.9% |
| 30D | +5.5% | +18.7% | -13.2% | +4.6% |
| 3M | +7.6% | -6.2% | +13.8% | +7.9% |
| 6M | +19.8% | +9.8% | +10.0% | +19.2% |
| YTD | +35.5% | -24.2% | +59.6% | +43.7% |
| 1Y | +31.6% | -26.6% | +58.2% | +39.0% |
| All | +31.6% | -28.0% | +59.7% | +39.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling