-54.6%
FISV vs OWL
+24.2%
-78.8%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +1.2% | +4.2% | +5.1% |
| 7D | -2.7% | -10.1% | +7.4% | -0.2% |
| 30D | 0.0% | -11.9% | +12.0% | +3.2% |
| 3M | -2.8% | +10.7% | -13.5% | -5.3% |
| 6M | -11.8% | +22.1% | -34.0% | -16.6% |
| YTD | -23.2% | -24.8% | +1.6% | -18.8% |
| 1Y | -62.0% | -39.2% | -22.8% | -58.0% |
| 3Y | -57.6% | +1.7% | -59.4% | -59.1% |
| 5Y | -53.4% | -15.5% | -37.9% | -56.5% |
| All | -54.6% | +24.2% | -78.8% | -58.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling