+11.4%
FPS vs OWL
-2.2%
+13.7%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -4.5% | +7.6% | +4.9% |
| 7D | +10.4% | -3.9% | +14.3% | +12.1% |
| 30D | -16.5% | -3.7% | -12.9% | -15.8% |
| 3M | -45.5% | +21.4% | -66.9% | -50.1% |
| 6M | +2.1% | +18.3% | -16.3% | -3.4% |
| All | +11.4% | -2.2% | +13.7% | +12.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling