+786.9%
FLEX vs OWL
+27.7%
+759.1%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.2% | +1.8% | -0.2% |
| 7D | +6.4% | -6.4% | +12.7% | +8.9% |
| 30D | -5.9% | -5.0% | -0.9% | -4.5% |
| 3M | -23.5% | +15.4% | -38.9% | -28.2% |
| 6M | +83.7% | +15.5% | +68.2% | +69.0% |
| YTD | +86.5% | -22.7% | +109.2% | +101.1% |
| 1Y | +100.5% | -34.1% | +134.6% | +129.5% |
| 3Y | +469.8% | +5.1% | +464.8% | +451.9% |
| 5Y | +725.7% | -11.5% | +737.1% | +687.9% |
| All | +786.9% | +27.7% | +759.1% | +695.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling