-14.5%
OWL vs FCEL
-68.7%
+54.1%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.6% | +5.6% | +0.4% |
| 7D | +1.5% | -2.8% | +4.4% | +1.7% |
| 30D | +13.4% | -31.6% | +45.1% | +16.2% |
| 3M | -21.2% | -52.4% | +31.2% | -17.7% |
| 6M | +4.0% | -51.4% | +55.4% | +5.4% |
| YTD | -29.0% | +32.4% | -61.4% | -35.0% |
| 1Y | -28.4% | +37.5% | -65.9% | -34.9% |
| 3Y | -14.5% | -69.3% | +54.7% | -15.7% |
| All | -14.5% | -68.7% | +54.1% | -15.7% |
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