-76.4%
FIS vs OWL
+17.3%
-93.7%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | 0.0% | +4.2% | +4.2% |
| 7D | +2.8% | +1.5% | +1.3% | +2.4% |
| 30D | -16.7% | +13.4% | -30.2% | -19.4% |
| 3M | -32.3% | -21.2% | -11.0% | -28.8% |
| 6M | -29.1% | +4.0% | -33.1% | -30.4% |
| YTD | -54.1% | -29.0% | -25.1% | -51.1% |
| 1Y | -53.7% | -28.4% | -25.3% | -50.8% |
| 3Y | -38.8% | -14.5% | -24.3% | -40.9% |
| 5Y | -71.1% | -21.5% | -49.6% | -73.9% |
| All | -76.4% | +17.3% | -93.7% | -79.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling