+90.1%
FAST vs OWL
+13.9%
+76.2%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.5% | +0.9% |
| 7D | -0.4% | -2.2% | +1.9% | -0.1% |
| 30D | -0.8% | +3.7% | -4.5% | -1.4% |
| 3M | +5.8% | +17.5% | -11.8% | +3.1% |
| 6M | +8.0% | +18.5% | -10.6% | +4.8% |
| YTD | +25.6% | -16.3% | +42.0% | +29.5% |
| 1Y | +0.8% | -29.7% | +30.5% | +7.0% |
| All | +90.1% | +13.9% | +76.2% | +85.1% |
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