+34.6%
OWL vs FFIV
+133.6%
-99.0%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +3.9% | -7.1% | -5.3% |
| 7D | -6.4% | +3.5% | -9.8% | -8.2% |
| 30D | -5.0% | -1.3% | -3.7% | -4.6% |
| 3M | +15.4% | +2.4% | +13.0% | +12.9% |
| 6M | +15.5% | +41.8% | -26.3% | -7.5% |
| YTD | -22.7% | +58.5% | -81.2% | -42.4% |
| 1Y | -34.1% | +24.3% | -58.4% | -43.5% |
| 3Y | +5.1% | +152.0% | -147.0% | -40.0% |
| 5Y | -11.5% | +99.1% | -110.6% | -45.6% |
| All | +34.6% | +133.6% | -99.0% | -19.0% |
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