-80.3%
FIG vs OWL
-38.6%
-41.7%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -4.5% | -1.2% | -3.6% |
| 7D | -16.4% | -3.9% | -12.4% | -14.8% |
| 30D | -2.3% | -3.7% | +1.3% | -0.7% |
| 3M | +7.8% | +21.4% | -13.6% | -1.8% |
| 6M | -21.8% | +18.3% | -40.2% | -28.4% |
| YTD | -39.1% | -20.1% | -19.0% | -33.8% |
| 1Y | -56.6% | -32.8% | -23.9% | -51.2% |
| All | -80.3% | -38.6% | -41.7% | -77.8% |
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 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