+4.7%
FAST vs OWL
-32.2%
+36.9%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.5% | +4.1% | -0.2% |
| 7D | +1.3% | -3.9% | +5.2% | +1.5% |
| 30D | -4.7% | -3.7% | -1.1% | -4.6% |
| 3M | +7.9% | +21.4% | -13.5% | +7.1% |
| 6M | +7.4% | +18.3% | -10.9% | +7.0% |
| YTD | +25.1% | -20.1% | +45.2% | +28.6% |
| 1Y | +4.7% | -32.8% | +37.5% | +10.0% |
| All | +4.7% | -32.2% | +36.9% | +10.0% |
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