+144.1%
FTNT vs OWL
-0.3%
+144.4%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.0% | +5.0% | +2.1% |
| 7D | +1.6% | -11.9% | +13.5% | +5.0% |
| 30D | -1.9% | -13.7% | +11.8% | +2.1% |
| 3M | +14.4% | +12.3% | +2.1% | +10.6% |
| 6M | +88.7% | +15.0% | +73.6% | +79.6% |
| YTD | +100.0% | -25.7% | +125.8% | +115.2% |
| 1Y | +99.9% | -39.5% | +139.4% | +128.3% |
| All | +144.1% | -0.3% | +144.4% | +182.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling