+118.3%
FERG vs OWL
+24.2%
+94.1%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.2% | -0.5% | +0.4% |
| 7D | -2.6% | -10.1% | +7.6% | +0.1% |
| 30D | -8.9% | -11.9% | +3.0% | -6.1% |
| 3M | -2.0% | +10.7% | -12.8% | -5.1% |
| 6M | -3.2% | +22.1% | -25.3% | -9.4% |
| YTD | +1.5% | -24.8% | +26.3% | +7.5% |
| 1Y | +0.5% | -39.2% | +39.7% | +12.1% |
| 3Y | +50.4% | +1.7% | +48.7% | +43.6% |
| 5Y | +68.7% | -15.5% | +84.2% | +57.5% |
| All | +118.3% | +24.2% | +94.1% | +98.5% |
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 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