+67.7%
FERG vs OWL
-12.9%
+80.6%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | +9.7% | +1.5% | +8.2% | +9.4% |
| 30D | +15.0% | +13.4% | +1.6% | +11.4% |
| 3M | +3.8% | -21.2% | +25.0% | +10.3% |
| 6M | +10.6% | +4.0% | +6.6% | +8.5% |
| YTD | +17.0% | -29.0% | +46.0% | +27.1% |
| 1Y | +7.1% | -28.4% | +35.5% | +15.5% |
| 3Y | +67.7% | -14.5% | +82.3% | +61.4% |
| All | +67.7% | -12.9% | +80.6% | +61.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling