+228.8%
FCX vs OWL
+38.2%
+190.6%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.5% |
| 7D | -4.9% | -2.2% | -2.6% | -4.1% |
| 30D | +4.8% | +3.7% | +1.1% | +2.9% |
| 3M | +4.6% | +17.5% | -12.9% | -2.2% |
| 6M | +10.8% | +18.5% | -7.7% | +2.2% |
| YTD | +44.2% | -16.3% | +60.6% | +50.6% |
| 1Y | +59.6% | -29.7% | +89.3% | +78.1% |
| 3Y | +82.2% | +14.2% | +68.1% | +64.4% |
| 5Y | +115.6% | +2.5% | +113.1% | +92.5% |
| All | +228.8% | +38.2% | +190.6% | +192.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling