+26.6%
OWL vs FE
+93.7%
-67.1%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.1% | +3.9% | +3.9% |
| 7D | -1.2% | -0.5% | -0.6% | -1.0% |
| 30D | +7.6% | +4.3% | +3.3% | +6.6% |
| 3M | -10.7% | +0.4% | -11.1% | -10.8% |
| 6M | +0.9% | +6.9% | -6.1% | -0.7% |
| YTD | -27.3% | +8.0% | -35.3% | -29.2% |
| 1Y | -27.2% | +4.8% | -32.0% | -28.6% |
| 3Y | -11.4% | +49.0% | -60.4% | -24.0% |
| 5Y | -20.0% | +46.2% | -66.2% | -30.2% |
| All | +26.6% | +93.7% | -67.1% | +8.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 FE 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