+0.5%
OWL vs FCUV
-99.2%
+99.7%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.5% | -4.4% | -4.0% |
| 7D | -11.9% | -72.0% | +60.1% | -11.4% |
| 30D | -13.7% | -8.0% | -5.7% | -13.9% |
| 3M | +12.3% | +66.3% | -54.0% | +9.0% |
| 6M | +15.0% | -75.3% | +90.3% | +15.5% |
| YTD | -25.7% | -83.0% | +57.2% | -25.0% |
| 1Y | -39.5% | -94.7% | +55.2% | -37.4% |
| All | +0.5% | -99.2% | +99.7% | +2.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FCUV.
Daily Out/Under-Performance
Portfolio return minus FCUV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCUV 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 FCUV 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