+105.3%
FAST vs OWL
-27.6%
+132.9%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.3% |
| 7D | +2.1% | -4.9% | +7.0% | +3.0% |
| 30D | +6.9% | +7.8% | -0.9% | +5.1% |
| 3M | +4.8% | -12.7% | +17.5% | +7.1% |
| 6M | +19.8% | -2.8% | +22.6% | +19.3% |
| YTD | +34.9% | -30.1% | +65.0% | +43.4% |
| 1Y | +32.8% | -29.1% | +61.9% | +40.3% |
| 3Y | +93.7% | -12.3% | +106.0% | +86.3% |
| All | +105.3% | -27.6% | +132.9% | +96.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling