+14.5%
FIX vs OWL
-28.3%
+42.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +5.6% | +3.8% | +8.6% |
| 7D | -7.2% | -2.4% | -4.9% | -7.0% |
| 30D | -35.1% | +9.3% | -44.4% | -35.8% |
| 3M | -34.3% | -11.0% | -23.3% | -33.4% |
| 6M | -42.9% | +2.4% | -45.4% | -43.7% |
| YTD | +19.5% | -26.2% | +45.6% | +24.3% |
| All | +14.5% | -28.3% | +42.8% | +19.6% |
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 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