-28.2%
OWL vs FE
+42.2%
-70.4%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.7% | -0.3% |
| 7D | -4.9% | -1.0% | -3.9% | -4.7% |
| 30D | +7.8% | +4.1% | +3.6% | +6.8% |
| 3M | -12.7% | -1.0% | -11.7% | -12.5% |
| 6M | -2.8% | +4.0% | -6.8% | -3.9% |
| YTD | -30.1% | +6.8% | -36.9% | -32.1% |
| 1Y | -29.1% | +5.3% | -34.4% | -30.9% |
| 3Y | -12.3% | +44.6% | -56.9% | -26.6% |
| All | -28.2% | +42.2% | -70.4% | -41.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling