+55.5%
FDX vs OWL
+38.2%
+17.3%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.4% |
| 7D | -2.5% | -2.2% | -0.3% | -2.0% |
| 30D | +3.8% | +3.7% | +0.1% | +2.8% |
| 3M | -1.3% | +17.5% | -18.8% | -5.4% |
| 6M | +5.0% | +18.5% | -13.5% | -0.3% |
| YTD | +39.6% | -16.3% | +56.0% | +43.8% |
| 1Y | +81.1% | -29.7% | +110.8% | +93.9% |
| 3Y | +63.0% | +14.2% | +48.9% | +51.6% |
| 5Y | +65.6% | +2.5% | +63.1% | +50.2% |
| All | +55.5% | +38.2% | +17.3% | +40.6% |
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