-66.9%
FIS vs OWL
+38.2%
-105.1%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.2% | -0.7% |
| 7D | +1.1% | -2.2% | +3.3% | +1.6% |
| 30D | -2.2% | +3.7% | -5.9% | -3.1% |
| 3M | +2.1% | +17.5% | -15.4% | -2.1% |
| 6M | -14.7% | +18.5% | -33.2% | -18.9% |
| YTD | -35.7% | -16.3% | -19.4% | -33.7% |
| 1Y | -37.1% | -29.7% | -7.3% | -33.0% |
| 3Y | -20.0% | +14.2% | -34.2% | -27.9% |
| 5Y | -62.1% | +2.5% | -64.6% | -67.1% |
| All | -66.9% | +38.2% | -105.1% | -72.2% |
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