+39.1%
OWL vs FE
+91.6%
-52.5%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.7% | -3.8% | -4.4% |
| 7D | -3.9% | +0.6% | -4.6% | -4.1% |
| 30D | -3.7% | -2.1% | -1.5% | -3.3% |
| 3M | +21.4% | +2.6% | +18.8% | +20.6% |
| 6M | +18.3% | -6.8% | +25.1% | +19.9% |
| YTD | -20.1% | +6.9% | -27.0% | -22.1% |
| 1Y | -32.8% | +11.6% | -44.3% | -35.2% |
| 3Y | +8.6% | +47.7% | -39.1% | -6.8% |
| 5Y | -4.5% | +46.2% | -50.7% | -16.6% |
| All | +39.1% | +91.6% | -52.5% | +19.6% |
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