-58.5%
FIG vs OWL
-38.6%
-19.9%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.2% | +3.5% | +4.2% |
| 7D | -3.8% | -10.1% | +6.3% | +1.5% |
| 30D | -2.3% | -11.9% | +9.6% | +4.1% |
| 3M | +20.0% | +10.7% | +9.2% | +13.3% |
| 6M | -16.7% | +22.1% | -38.8% | -26.3% |
| YTD | -37.9% | -24.8% | -13.1% | -27.6% |
| 1Y | -58.5% | -39.2% | -19.3% | -41.4% |
| All | -58.5% | -38.6% | -19.9% | -41.4% |
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 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