+16.6%
OWL vs FICO
+4.8%
+11.8%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -16.7% | +15.9% | +2.7% |
| 7D | -2.2% | -19.2% | +16.9% | +1.9% |
| 30D | +3.7% | -14.6% | +18.3% | +6.7% |
| 3M | +17.5% | -20.1% | +37.6% | +20.5% |
| 6M | +18.5% | -36.3% | +54.9% | +28.4% |
| YTD | -16.3% | -44.9% | +28.5% | -6.0% |
| 1Y | -29.7% | -38.6% | +8.9% | -24.9% |
| All | +16.6% | +4.8% | +11.8% | +14.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FICO.
Daily Out/Under-Performance
Portfolio return minus FICO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FICO 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 FICO 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