+104.5%
FTNT vs OWL
-29.1%
+133.6%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.7% | +0.1% |
| 7D | -5.8% | -2.2% | -3.6% | -5.4% |
| 30D | -4.8% | +3.7% | -8.5% | -5.2% |
| 3M | +4.4% | +17.5% | -13.1% | +1.8% |
| 6M | +88.8% | +18.5% | +70.2% | +84.2% |
| YTD | +96.8% | -16.3% | +113.1% | +101.0% |
| 1Y | +104.5% | -29.7% | +134.2% | +113.4% |
| All | +104.5% | -29.1% | +133.6% | +113.4% |
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