+25.0%
FLEX vs OWL
-28.0%
+53.0%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | +3.1% | -15.4% | -12.7% |
| 7D | -17.0% | +10.1% | -27.1% | -18.3% |
| 30D | -33.8% | +18.7% | -52.6% | -35.6% |
| 3M | -39.0% | -6.2% | -32.9% | -38.8% |
| 6M | -15.9% | +9.8% | -25.7% | -17.4% |
| YTD | +27.8% | -24.2% | +52.0% | +36.3% |
| 1Y | +25.0% | -26.6% | +51.5% | +34.0% |
| All | +25.0% | -28.0% | +53.0% | +34.0% |
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 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