+34.6%
OWL vs FCUV
-99.3%
+133.9%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -7.0% | +3.8% | -3.1% |
| 7D | -6.4% | -63.8% | +57.4% | -5.8% |
| 30D | -5.0% | -14.7% | +9.7% | -5.3% |
| 3M | +15.4% | +65.3% | -49.9% | +9.5% |
| 6M | +15.5% | -68.5% | +84.0% | +12.4% |
| YTD | -22.7% | -83.0% | +60.4% | -23.7% |
| 1Y | -34.1% | -94.4% | +60.4% | -33.6% |
| 3Y | +5.1% | -99.3% | +104.3% | +6.1% |
| 5Y | -11.5% | -99.9% | +88.4% | -8.7% |
| All | +34.6% | -99.3% | +133.9% | +41.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling