-22.6%
FPS vs OWL
-7.2%
-15.4%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | +3.1% | -20.4% | -18.2% |
| 7D | -23.3% | +10.1% | -33.5% | -26.1% |
| 30D | -42.4% | +18.7% | -61.1% | -46.2% |
| 3M | -43.0% | -6.2% | -36.9% | -41.9% |
| 6M | -44.5% | +9.8% | -54.3% | -46.9% |
| All | -22.6% | -7.2% | -15.4% | -20.2% |
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