+726.2%
FLEX vs OWL
-3.7%
+729.9%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -4.5% | +8.9% | +6.3% |
| 7D | +7.0% | -3.9% | +10.9% | +8.7% |
| 30D | -5.8% | -3.7% | -2.1% | -4.8% |
| 3M | -24.2% | +21.4% | -45.6% | -31.1% |
| 6M | +90.8% | +18.3% | +72.5% | +71.5% |
| YTD | +89.2% | -20.1% | +109.3% | +103.7% |
| 1Y | +104.7% | -32.8% | +137.5% | +137.8% |
| 3Y | +478.1% | +8.6% | +469.5% | +434.2% |
| 5Y | +726.2% | -4.5% | +730.6% | +625.8% |
| All | +726.2% | -3.7% | +729.9% | +625.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling