-69.9%
FIS vs OWL
+27.7%
-97.6%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -3.2% | -0.2% | -2.7% |
| 7D | -9.1% | -6.4% | -2.7% | -7.6% |
| 30D | -10.4% | -5.0% | -5.5% | -9.4% |
| 3M | -3.7% | +15.4% | -19.1% | -7.2% |
| 6M | -24.8% | +15.5% | -40.2% | -28.0% |
| YTD | -41.6% | -22.7% | -18.9% | -38.6% |
| 1Y | -42.7% | -34.1% | -8.7% | -38.1% |
| 3Y | -26.2% | +5.1% | -31.3% | -32.2% |
| 5Y | -66.1% | -11.5% | -54.7% | -69.9% |
| All | -69.9% | +27.7% | -97.6% | -74.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling