+497.9%
FTNT vs OWL
+38.2%
+459.7%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.7% | +0.2% |
| 7D | -5.8% | -2.2% | -3.6% | -5.1% |
| 30D | -4.8% | +3.7% | -8.5% | -5.9% |
| 3M | +4.4% | +17.5% | -13.1% | -1.1% |
| 6M | +88.8% | +18.5% | +70.2% | +76.4% |
| YTD | +96.8% | -16.3% | +113.1% | +104.7% |
| 1Y | +104.5% | -29.7% | +134.2% | +123.8% |
| 3Y | +156.8% | +14.2% | +142.6% | +131.8% |
| 5Y | +144.1% | +2.5% | +141.6% | +115.4% |
| All | +497.9% | +38.2% | +459.7% | +401.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling