-8.7%
OWL vs FFIV
+103.5%
-112.1%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +2.2% | +3.4% | +4.7% |
| 7D | -2.4% | -2.1% | -0.3% | -1.4% |
| 30D | +9.3% | -33.8% | +43.1% | +28.1% |
| 3M | -11.0% | -20.6% | +9.6% | -5.6% |
| 6M | +2.4% | -10.2% | +12.7% | +0.3% |
| YTD | -26.2% | +24.5% | -50.6% | -41.5% |
| 1Y | -27.4% | +29.3% | -56.7% | -44.0% |
| 3Y | -8.7% | +103.8% | -112.5% | -39.5% |
| All | -8.7% | +103.5% | -112.1% | -39.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling