+155.6%
FAST vs OWL
+22.0%
+133.6%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +5.6% | -2.6% | +2.1% |
| 7D | +3.8% | -2.4% | +6.2% | +4.2% |
| 30D | +8.1% | +9.3% | -1.2% | +6.3% |
| 3M | +5.8% | -11.0% | +16.8% | +7.4% |
| 6M | +24.9% | +2.4% | +22.4% | +23.4% |
| YTD | +38.9% | -26.2% | +65.1% | +44.8% |
| 1Y | +36.5% | -27.4% | +63.9% | +42.5% |
| 3Y | +98.1% | -8.7% | +106.8% | +93.5% |
| 5Y | +109.3% | -19.3% | +128.6% | +95.8% |
| All | +155.6% | +22.0% | +133.6% | +136.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling