+29.4%
OWL vs FE
+93.7%
-64.2%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.1% | +6.2% | +6.3% |
| 7D | +1.1% | -0.5% | +1.6% | +1.2% |
| 30D | +10.0% | +4.3% | +5.7% | +9.1% |
| 3M | -8.7% | +0.4% | -9.0% | -8.8% |
| 6M | +3.1% | +6.9% | -3.8% | +1.5% |
| YTD | -25.6% | +8.0% | -33.7% | -27.6% |
| 1Y | -25.5% | +4.8% | -30.3% | -27.0% |
| 3Y | -9.4% | +49.0% | -58.4% | -22.3% |
| 5Y | -18.2% | +46.2% | -64.4% | -28.6% |
| All | +29.4% | +93.7% | -64.2% | +11.1% |
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