+45.7%
OWL vs FCEL
-93.8%
+139.4%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.9% | -2.7% | -1.0% |
| 7D | -2.2% | -15.8% | +13.6% | -0.5% |
| 30D | +3.7% | -29.3% | +33.0% | +7.2% |
| 3M | +17.5% | -30.1% | +47.7% | +18.0% |
| 6M | +18.5% | +74.4% | -55.9% | +2.7% |
| YTD | -16.3% | +104.5% | -120.8% | -29.5% |
| 1Y | -29.7% | +281.4% | -311.1% | -46.7% |
| 3Y | +14.2% | -66.1% | +80.3% | +8.7% |
| 5Y | +2.5% | -91.9% | +94.3% | +13.6% |
| All | +45.7% | -93.8% | +139.4% | +53.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling