-66.1%
FIS vs OWL
-6.9%
-59.3%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -3.2% | -0.2% | -2.5% |
| 7D | -9.1% | -6.4% | -2.7% | -7.4% |
| 30D | -10.4% | -5.0% | -5.5% | -9.2% |
| 3M | -3.7% | +15.4% | -19.1% | -7.9% |
| 6M | -24.8% | +15.5% | -40.2% | -28.5% |
| YTD | -41.6% | -22.7% | -18.9% | -38.0% |
| 1Y | -42.7% | -34.1% | -8.7% | -37.1% |
| 3Y | -26.2% | +5.1% | -31.3% | -35.3% |
| 5Y | -66.1% | -11.5% | -54.7% | -72.3% |
| All | -66.1% | -6.9% | -59.3% | -72.3% |
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 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