+49.1%
FDX vs OWL
+27.7%
+21.4%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.2% | +1.6% | -0.8% |
| 7D | -2.3% | -6.4% | +4.1% | -0.8% |
| 30D | -4.9% | -5.0% | +0.1% | -3.9% |
| 3M | -6.5% | +15.4% | -21.9% | -10.0% |
| 6M | +6.7% | +15.5% | -8.8% | +1.8% |
| YTD | +33.9% | -22.7% | +56.5% | +40.4% |
| 1Y | +72.2% | -34.1% | +106.2% | +87.0% |
| 3Y | +60.2% | +5.1% | +55.2% | +51.9% |
| 5Y | +62.9% | -11.5% | +74.4% | +50.8% |
| All | +49.1% | +27.7% | +21.4% | +37.3% |
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