+4.6%
OWL vs FCEL
-61.1%
+65.7%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -6.7% | +3.5% | -2.7% |
| 7D | -6.4% | +15.1% | -21.4% | -7.5% |
| 30D | -5.0% | -16.4% | +11.4% | -4.2% |
| 3M | +15.4% | -5.3% | +20.7% | +13.1% |
| 6M | +15.5% | +124.5% | -109.0% | +2.9% |
| YTD | -22.7% | +126.7% | -149.3% | -31.5% |
| 1Y | -34.1% | +219.9% | -253.9% | -43.5% |
| All | +4.6% | -61.1% | +65.7% | +2.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FCEL.
Daily Out/Under-Performance
Portfolio return minus FCEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCEL 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 FCEL 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