+93.7%
FAST vs OWL
-13.7%
+107.4%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.3% |
| 7D | +2.1% | -4.9% | +7.0% | +2.8% |
| 30D | +6.9% | +7.8% | -0.9% | +5.6% |
| 3M | +4.8% | -12.7% | +17.5% | +6.5% |
| 6M | +19.8% | -2.8% | +22.6% | +19.5% |
| YTD | +34.9% | -30.1% | +65.0% | +42.6% |
| 1Y | +32.8% | -29.1% | +61.9% | +39.7% |
| 3Y | +93.7% | -12.3% | +106.0% | +93.3% |
| All | +93.7% | -13.7% | +107.4% | +93.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling