-14.3%
FXI vs OWL
+24.2%
-38.5%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.2% | -0.8% | +0.2% |
| 7D | -3.9% | -10.1% | +6.3% | -2.0% |
| 30D | -2.1% | -11.9% | +9.8% | 0.0% |
| 3M | -0.5% | +10.7% | -11.2% | -2.9% |
| 6M | -4.5% | +22.1% | -26.7% | -9.2% |
| YTD | -9.2% | -24.8% | +15.6% | -5.4% |
| 1Y | -13.8% | -39.2% | +25.4% | -6.7% |
| 3Y | +36.6% | +1.7% | +34.8% | +26.7% |
| 5Y | -6.7% | -15.5% | +8.8% | -15.9% |
| All | -14.3% | +24.2% | -38.5% | -23.7% |
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