+23.6%
OWL vs FFIV
+78.5%
-54.9%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.7% | +2.7% | +1.3% |
| 7D | +1.5% | -0.5% | +2.1% | +1.8% |
| 30D | +13.4% | -32.4% | +45.8% | +34.1% |
| 3M | -21.2% | -25.7% | +4.4% | -11.9% |
| 6M | +4.0% | -13.5% | +17.5% | +5.6% |
| YTD | -29.0% | +21.1% | -50.1% | -41.7% |
| 1Y | -28.4% | +29.4% | -57.8% | -43.6% |
| 3Y | -14.5% | +94.9% | -109.4% | -46.4% |
| 5Y | -21.5% | +34.7% | -56.2% | -45.4% |
| All | +23.6% | +78.5% | -54.9% | -17.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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