+498.9%
FLEX vs OWL
+20.1%
+478.8%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.5% | -1.1% | -2.1% |
| 7D | -13.6% | -1.2% | -12.5% | -13.0% |
| 30D | -36.5% | +7.6% | -44.1% | -38.3% |
| 3M | -36.4% | -10.7% | -25.8% | -34.1% |
| 6M | -46.5% | +0.9% | -47.3% | -47.4% |
| YTD | +25.9% | -27.3% | +53.2% | +38.8% |
| 1Y | +19.6% | -27.2% | +46.7% | +31.3% |
| 3Y | +287.0% | -11.4% | +298.5% | +298.3% |
| 5Y | +466.6% | -20.0% | +486.6% | +455.9% |
| All | +498.9% | +20.1% | +478.8% | +449.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling