+2,105.4%
FIX vs OWL
-0.3%
+2,105.8%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.8% | +2.7% | +2.2% |
| 7D | +6.0% | -2.2% | +8.3% | +7.0% |
| 30D | -7.2% | +3.7% | -10.9% | -9.3% |
| 3M | -15.9% | +17.5% | -33.4% | -22.4% |
| 6M | +12.7% | +18.5% | -5.8% | +2.1% |
| YTD | +72.8% | -16.3% | +89.1% | +81.4% |
| 1Y | +122.9% | -29.7% | +152.6% | +152.2% |
| 3Y | +774.3% | +14.2% | +760.2% | +733.3% |
| All | +2,105.4% | -0.3% | +2,105.8% | +2,022.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling