+15.6%
OWL vs FE
+50.0%
-34.4%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.8% |
| 7D | -2.2% | +1.9% | -4.2% | -2.1% |
| 30D | +3.7% | -1.2% | +4.8% | +3.6% |
| 3M | +17.5% | +3.5% | +14.0% | +17.8% |
| 6M | +18.5% | -6.1% | +24.6% | +18.5% |
| YTD | -16.3% | +7.6% | -23.9% | -16.9% |
| 1Y | -29.7% | +11.9% | -41.6% | -30.1% |
| All | +15.6% | +50.0% | -34.4% | +7.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling