+122.0%
FERG vs OWL
+32.0%
+90.0%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.5% | +3.6% | +0.2% |
| 7D | +3.4% | -3.9% | +7.3% | +4.4% |
| 30D | -11.5% | -3.7% | -7.8% | -10.9% |
| 3M | +1.3% | +21.4% | -20.1% | -4.1% |
| 6M | -1.0% | +18.3% | -19.3% | -6.5% |
| YTD | +3.2% | -20.1% | +23.3% | +7.7% |
| 1Y | -3.0% | -32.8% | +29.8% | +5.4% |
| 3Y | +55.0% | +8.6% | +46.5% | +45.6% |
| 5Y | +72.6% | -4.5% | +77.1% | +58.3% |
| All | +122.0% | +32.0% | +90.0% | +98.8% |
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