+449.2%
FLEX vs OWL
+15.5%
+433.7%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.7% | +5.3% | +4.8% |
| 7D | -19.3% | -4.9% | -14.4% | -17.8% |
| 30D | -41.5% | +7.8% | -49.3% | -43.3% |
| 3M | -43.1% | -12.7% | -30.4% | -40.6% |
| 6M | -48.2% | -2.8% | -45.4% | -48.5% |
| YTD | +15.5% | -30.1% | +45.6% | +29.0% |
| 1Y | +10.2% | -29.1% | +39.3% | +22.0% |
| 3Y | +256.8% | -12.3% | +269.1% | +268.5% |
| 5Y | +408.2% | -27.5% | +435.8% | +408.8% |
| All | +449.2% | +15.5% | +433.7% | +410.6% |
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 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