+103.4%
FLEX vs OWL
-32.5%
+135.9%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -4.5% | +8.9% | +5.1% |
| 7D | +7.0% | -3.9% | +10.9% | +7.6% |
| 30D | -5.8% | -3.7% | -2.1% | -5.5% |
| 3M | -24.2% | +21.4% | -45.6% | -26.6% |
| 6M | +90.8% | +18.3% | +72.5% | +84.7% |
| YTD | +89.2% | -20.1% | +109.3% | +103.4% |
| All | +103.4% | -32.5% | +135.9% | +126.6% |
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