-4.5%
OWL vs FFIV
+92.2%
-96.6%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.2% | -4.3% | -4.4% |
| 7D | -3.9% | -1.5% | -2.4% | -3.0% |
| 30D | -3.7% | -2.7% | -1.0% | -2.3% |
| 3M | +21.4% | -1.7% | +23.1% | +21.5% |
| 6M | +18.3% | +36.1% | -17.8% | -4.6% |
| YTD | -20.1% | +52.6% | -72.7% | -40.7% |
| 1Y | -32.8% | +21.5% | -54.3% | -42.4% |
| 3Y | +8.6% | +142.7% | -134.1% | -40.9% |
| 5Y | -4.5% | +92.6% | -97.0% | -42.8% |
| All | -4.5% | +92.2% | -96.6% | -42.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling