-80.9%
FIG vs OWL
-40.6%
-40.4%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.2% | 0.0% | -1.8% |
| 7D | -14.5% | -6.4% | -8.1% | -11.8% |
| 30D | -13.3% | -5.0% | -8.3% | -11.2% |
| 3M | +7.4% | +15.4% | -8.0% | +0.2% |
| 6M | -27.8% | +15.5% | -43.3% | -33.1% |
| YTD | -41.1% | -22.7% | -18.4% | -35.0% |
| 1Y | -58.7% | -34.1% | -24.7% | -52.5% |
| All | -80.9% | -40.6% | -40.4% | -78.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling