-57.2%
FISV vs OWL
+27.7%
-84.9%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -3.2% | -1.1% | -3.6% |
| 7D | -6.4% | -6.4% | 0.0% | -4.9% |
| 30D | -6.8% | -5.0% | -1.8% | -5.6% |
| 3M | -10.0% | +15.4% | -25.4% | -13.1% |
| 6M | -20.6% | +15.5% | -36.1% | -23.9% |
| YTD | -27.6% | -22.7% | -4.9% | -23.9% |
| 1Y | -64.3% | -34.1% | -30.3% | -61.4% |
| 3Y | -60.0% | +5.1% | -65.1% | -61.7% |
| 5Y | -57.7% | -11.5% | -46.2% | -60.8% |
| All | -57.2% | +27.7% | -84.9% | -61.2% |
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