+134.6%
FCX vs OWL
-6.9%
+141.5%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.2% | +2.7% | +0.8% |
| 7D | +3.1% | -6.4% | +9.5% | +5.8% |
| 30D | +8.1% | -5.0% | +13.1% | +9.6% |
| 3M | +18.9% | +15.4% | +3.5% | +10.5% |
| 6M | +26.6% | +15.5% | +11.1% | +16.0% |
| YTD | +51.2% | -22.7% | +73.8% | +64.3% |
| 1Y | +75.6% | -34.1% | +109.6% | +104.7% |
| 3Y | +101.7% | +5.1% | +96.6% | +78.0% |
| 5Y | +134.6% | -11.5% | +146.1% | +113.5% |
| All | +134.6% | -6.9% | +141.5% | +113.5% |
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