-83.6%
FIG vs OWL
-43.0%
-40.6%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.2% | +2.0% | +1.9% |
| 7D | -14.3% | -2.1% | -12.1% | -13.0% |
| 30D | -13.6% | +11.6% | -25.2% | -17.6% |
| 3M | -23.7% | -13.8% | -9.9% | -18.3% |
| 6M | -5.4% | +7.8% | -13.2% | -9.1% |
| YTD | -49.2% | -25.8% | -23.4% | -42.9% |
| 1Y | -57.4% | -26.5% | -30.9% | -52.0% |
| All | -83.6% | -43.0% | -40.6% | -80.9% |
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