-59.8%
FISV vs OWL
-0.3%
-59.5%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.0% | +4.5% | +1.6% |
| 7D | -7.2% | -11.9% | +4.7% | -4.1% |
| 30D | -7.2% | -13.7% | +6.5% | -3.5% |
| 3M | -8.2% | +12.3% | -20.4% | -10.9% |
| 6M | -17.7% | +15.0% | -32.7% | -21.2% |
| YTD | -27.2% | -25.7% | -1.4% | -22.2% |
| 1Y | -63.0% | -39.5% | -23.5% | -58.7% |
| All | -59.8% | -0.3% | -59.5% | -59.2% |
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 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