+23.6%
OWL vs FDS
0.0%
+23.6%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | -0.1% |
| 7D | +1.5% | +1.5% | +0.1% | +0.9% |
| 30D | +13.4% | +14.8% | -1.4% | +7.5% |
| 3M | -21.2% | +16.3% | -37.5% | -26.0% |
| 6M | +4.0% | +66.2% | -62.2% | -17.4% |
| YTD | -29.0% | +16.2% | -45.2% | -34.1% |
| 1Y | -28.4% | +21.8% | -50.3% | -35.4% |
| 3Y | -14.5% | -23.9% | +9.4% | -3.3% |
| 5Y | -21.5% | -23.1% | +1.7% | -16.4% |
| All | +23.6% | 0.0% | +23.6% | +40.8% |
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