+494.2%
FIX vs OWL
-12.9%
+507.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | +9.4% | +1.5% | +7.9% | +8.8% |
| 30D | -27.8% | +13.4% | -41.2% | -32.2% |
| 3M | -35.6% | -21.2% | -14.3% | -28.9% |
| 6M | -45.2% | +4.0% | -49.2% | -47.8% |
| YTD | +19.5% | -29.0% | +48.5% | +37.7% |
| 1Y | +24.2% | -28.4% | +52.7% | +41.9% |
| 3Y | +494.2% | -14.5% | +508.7% | +520.8% |
| All | +494.2% | -12.9% | +507.0% | +520.8% |
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