+497.1%
FTNT vs OWL
+24.2%
+472.9%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.2% | -3.0% | -2.1% |
| 7D | -0.1% | -10.1% | +10.0% | +3.1% |
| 30D | -3.0% | -11.9% | +9.0% | +0.9% |
| 3M | +7.6% | +10.7% | -3.1% | +3.6% |
| 6M | +87.0% | +22.1% | +64.8% | +72.6% |
| YTD | +96.5% | -24.8% | +121.3% | +111.0% |
| 1Y | +92.9% | -39.2% | +132.1% | +121.1% |
| 3Y | +139.8% | +1.7% | +138.1% | +124.3% |
| 5Y | +151.3% | -15.5% | +166.8% | +129.6% |
| All | +497.1% | +24.2% | +472.9% | +417.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling