+92.9%
FTNT vs OWL
-38.6%
+131.6%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.2% | -3.0% | -2.0% |
| 7D | -0.1% | -10.1% | +10.0% | +1.8% |
| 30D | -3.0% | -11.9% | +9.0% | -0.6% |
| 3M | +7.6% | +10.7% | -3.1% | +6.1% |
| 6M | +87.0% | +22.1% | +64.8% | +81.0% |
| YTD | +96.5% | -24.8% | +121.3% | +104.8% |
| 1Y | +92.9% | -39.2% | +132.1% | +108.6% |
| All | +92.9% | -38.6% | +131.6% | +108.6% |
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 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