+122.9%
FIX vs OWL
-29.1%
+152.0%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.8% | +2.7% | +2.0% |
| 7D | +6.0% | -2.2% | +8.3% | +6.4% |
| 30D | -7.2% | +3.7% | -10.9% | -8.2% |
| 3M | -15.9% | +17.5% | -33.4% | -18.8% |
| 6M | +12.7% | +18.5% | -5.8% | +8.5% |
| YTD | +72.8% | -16.3% | +89.1% | +81.0% |
| 1Y | +122.9% | -29.7% | +152.6% | +147.2% |
| All | +122.9% | -29.1% | +152.0% | +147.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling