-23.6%
FIS vs OWL
+9.9%
-33.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -4.5% | -1.4% | -5.0% |
| 7D | -3.5% | -3.9% | +0.5% | -2.6% |
| 30D | -7.8% | -3.7% | -4.2% | -7.1% |
| 3M | +0.8% | +21.4% | -20.6% | -3.1% |
| 6M | -21.9% | +18.3% | -40.2% | -24.9% |
| YTD | -39.5% | -20.1% | -19.4% | -37.4% |
| 1Y | -41.0% | -32.8% | -8.2% | -37.4% |
| 3Y | -23.6% | +8.6% | -32.2% | -31.0% |
| All | -23.6% | +9.9% | -33.5% | -31.0% |
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