+98.5%
FLEX vs OWL
-29.1%
+127.6%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.8% | +2.3% | +1.6% |
| 7D | -0.9% | -2.2% | +1.4% | -0.5% |
| 30D | -10.1% | +3.7% | -13.8% | -10.9% |
| 3M | -31.3% | +17.5% | -48.9% | -33.2% |
| 6M | +71.3% | +18.5% | +52.7% | +67.0% |
| YTD | +81.2% | -16.3% | +97.6% | +93.3% |
| 1Y | +98.5% | -29.7% | +128.2% | +121.0% |
| All | +98.5% | -29.1% | +127.6% | +121.0% |
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