-55.8%
FIG vs OWL
-29.1%
-26.7%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.8% | -3.6% | -4.0% |
| 7D | -16.3% | -2.2% | -14.1% | -15.5% |
| 30D | -14.3% | +3.7% | -18.0% | -15.9% |
| 3M | +7.2% | +17.5% | -10.4% | -1.3% |
| 6M | -18.6% | +18.5% | -37.2% | -25.6% |
| YTD | -35.5% | -16.3% | -19.1% | -29.5% |
| 1Y | -55.8% | -29.7% | -26.1% | -48.3% |
| All | -55.8% | -29.1% | -26.7% | -48.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling