-28.4%
OWL vs FFIV
+28.7%
-57.1%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.7% | +2.7% | +0.5% |
| 7D | +1.5% | -0.5% | +2.1% | +1.7% |
| 30D | +13.4% | -32.4% | +45.8% | +20.9% |
| 3M | -21.2% | -25.7% | +4.4% | -18.7% |
| 6M | +4.0% | -13.5% | +17.5% | +0.6% |
| YTD | -29.0% | +21.1% | -50.1% | -41.8% |
| 1Y | -28.4% | +29.4% | -57.8% | -44.9% |
| All | -28.4% | +28.7% | -57.1% | -44.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling