+29.2%
OWL vs FDS
+0.7%
+28.5%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.7% | -2.9% | -1.3% |
| 7D | -2.1% | -2.1% | 0.0% | -1.3% |
| 30D | +11.6% | +16.0% | -4.4% | +5.3% |
| 3M | -13.8% | +18.8% | -32.6% | -19.7% |
| 6M | +7.8% | +54.1% | -46.3% | -11.5% |
| YTD | -25.8% | +17.0% | -42.8% | -31.3% |
| 1Y | -26.5% | +25.5% | -52.0% | -34.6% |
| 3Y | -9.6% | -23.3% | +13.7% | +1.9% |
| 5Y | -20.8% | -22.6% | +1.8% | -15.9% |
| All | +29.2% | +0.7% | +28.5% | +46.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 10y: compounded portfolio wealth divided by compounded FDS 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…
10y analysis · Full analysis span regression · 6 months rolling