-49.4%
FIX vs OWL
-5.0%
-44.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.7% | +6.2% | +5.5% |
| 7D | -17.5% | -4.9% | -12.5% | -16.8% |
| 30D | -41.6% | +7.8% | -49.4% | -41.8% |
| 3M | -40.6% | -12.7% | -27.9% | -40.1% |
| 6M | -49.4% | -2.8% | -46.6% | -50.5% |
| All | -49.4% | -5.0% | -44.4% | -50.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling