+4.0%
OWL vs FCEL
-45.2%
+49.2%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| 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% | +15.9% |
| 3M | -21.2% | -52.4% | +31.2% | -17.9% |
| 6M | +4.0% | -51.4% | +55.4% | +3.7% |
| All | +4.0% | -45.2% | +49.2% | +3.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling