-42.7%
FIS vs OWL
-34.7%
-8.1%
-43.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -3.2% | -0.2% | -2.8% |
| 7D | -9.1% | -6.4% | -2.7% | -7.9% |
| 30D | -10.4% | -5.0% | -5.5% | -9.4% |
| 3M | -3.7% | +15.4% | -19.1% | -6.1% |
| 6M | -24.8% | +15.5% | -40.2% | -27.1% |
| YTD | -41.6% | -22.7% | -18.9% | -39.9% |
| 1Y | -42.7% | -34.1% | -8.7% | -42.5% |
| All | -42.7% | -34.7% | -8.1% | -42.5% |
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