-16.5%
OWL vs FCEL
-91.3%
+74.8%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -5.9% | +2.0% | -3.2% |
| 7D | -11.9% | +6.3% | -18.2% | -12.9% |
| 30D | -13.7% | -18.8% | +5.1% | -12.3% |
| 3M | +12.3% | -3.8% | +16.1% | +8.1% |
| 6M | +15.0% | +121.1% | -106.1% | -5.7% |
| YTD | -25.7% | +113.3% | -139.0% | -39.3% |
| 1Y | -39.5% | +173.5% | -213.0% | -53.6% |
| 3Y | +0.9% | -63.9% | +64.8% | -3.7% |
| 5Y | -16.5% | -90.7% | +74.2% | -2.8% |
| All | -16.5% | -91.3% | +74.8% | -2.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling