+54.7%
FDX vs OWL
+22.8%
+31.8%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | 0.0% |
| 7D | +0.5% | +1.1% | -0.6% | +0.2% |
| 30D | +9.5% | +10.0% | -0.5% | +6.9% |
| 3M | -1.3% | -8.7% | +7.3% | +0.4% |
| 6M | +5.5% | +3.1% | +2.4% | +3.8% |
| YTD | +38.9% | -25.6% | +64.5% | +46.6% |
| 1Y | +58.8% | -25.5% | +84.3% | +67.2% |
| 3Y | +71.1% | -9.4% | +80.6% | +68.1% |
| 5Y | +76.3% | -18.2% | +94.5% | +64.6% |
| All | +54.7% | +22.8% | +31.8% | +43.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling