+127.4%
FAST vs OWL
+27.7%
+99.6%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.2% | +2.0% | -0.7% |
| 7D | +1.8% | -6.4% | +8.2% | +2.9% |
| 30D | -6.4% | -5.0% | -1.5% | -5.8% |
| 3M | +5.3% | +15.4% | -10.1% | +2.4% |
| 6M | +5.4% | +15.5% | -10.1% | +1.8% |
| YTD | +23.6% | -22.7% | +46.2% | +28.1% |
| 1Y | +4.1% | -34.1% | +38.1% | +10.7% |
| 3Y | +92.4% | +5.1% | +87.3% | +83.1% |
| 5Y | +106.1% | -11.5% | +117.5% | +91.4% |
| All | +127.4% | +27.7% | +99.6% | +109.2% |
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