+761.9%
FLEX vs OWL
+38.2%
+723.7%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.8% | +2.3% | +1.8% |
| 7D | -0.9% | -2.2% | +1.4% | -0.1% |
| 30D | -10.1% | +3.7% | -13.8% | -11.8% |
| 3M | -31.3% | +17.5% | -48.9% | -35.9% |
| 6M | +71.3% | +18.5% | +52.7% | +56.6% |
| YTD | +81.2% | -16.3% | +97.6% | +90.0% |
| 1Y | +98.5% | -29.7% | +128.2% | +122.2% |
| 3Y | +428.2% | +14.2% | +414.1% | +396.6% |
| 5Y | +657.3% | +2.5% | +654.8% | +597.2% |
| All | +761.9% | +38.2% | +723.7% | +651.7% |
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