+2,152.7%
FIX vs OWL
+17.3%
+2,135.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -4.3% | +1.4% | -1.4% |
| 7D | +16.9% | +0.8% | +16.1% | +16.7% |
| 30D | -30.6% | +7.3% | -38.0% | -32.6% |
| 3M | -35.1% | -16.8% | -18.3% | -31.4% |
| 6M | -44.0% | +4.0% | -48.0% | -45.9% |
| YTD | +21.0% | -29.0% | +50.0% | +32.7% |
| 1Y | +16.2% | -29.7% | +45.8% | +27.7% |
| 3Y | +506.9% | -13.5% | +520.4% | +549.0% |
| 5Y | +1,051.1% | -21.5% | +1,072.5% | +1,066.1% |
| All | +2,152.7% | +17.3% | +2,135.4% | +2,168.4% |
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