+6.9%
FPS vs OWL
-5.4%
+12.2%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.2% | -0.9% | -2.7% |
| 7D | +5.3% | -6.4% | +11.7% | +8.2% |
| 30D | -17.6% | -5.0% | -12.6% | -16.4% |
| 3M | -45.8% | +15.4% | -61.2% | -49.2% |
| 6M | -10.1% | +15.5% | -25.6% | -14.0% |
| All | +6.9% | -5.4% | +12.2% | +9.1% |
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