+45.7%
OWL vs FE
+92.9%
-47.3%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.6% |
| 7D | -2.2% | +1.9% | -4.2% | -2.6% |
| 30D | +3.7% | -1.2% | +4.8% | +3.9% |
| 3M | +17.5% | +3.5% | +14.0% | +16.5% |
| 6M | +18.5% | -6.1% | +24.6% | +19.9% |
| YTD | -16.3% | +7.6% | -23.9% | -18.5% |
| 1Y | -29.7% | +11.9% | -41.6% | -32.3% |
| 3Y | +14.2% | +48.4% | -34.3% | -2.0% |
| 5Y | +2.5% | +44.8% | -42.3% | -10.6% |
| All | +45.7% | +92.9% | -47.3% | +25.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling