-4.5%
OWL vs FDS
-20.4%
+16.0%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -4.3% | -0.2% | -2.6% |
| 7D | -3.9% | -5.4% | +1.4% | -1.6% |
| 30D | -3.7% | +1.6% | -5.2% | -4.3% |
| 3M | +21.4% | +17.7% | +3.7% | +11.5% |
| 6M | +18.3% | +29.1% | -10.7% | +2.6% |
| YTD | -20.1% | +1.0% | -21.1% | -21.3% |
| 1Y | -32.8% | -21.6% | -11.2% | -24.2% |
| 3Y | +8.6% | -30.1% | +38.7% | +29.1% |
| 5Y | -4.5% | -20.7% | +16.3% | +13.1% |
| All | -4.5% | -20.4% | +16.0% | +13.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling