-27.7%
OWL vs FICO
+82.2%
-109.8%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +0.9% | -8.0% | -7.4% |
| 7D | -5.0% | -0.3% | -4.7% | -5.0% |
| 30D | +9.0% | +1.7% | +7.3% | +7.8% |
| 3M | -12.7% | -35.2% | +22.5% | -3.9% |
| 6M | -4.0% | -33.7% | +29.6% | +1.7% |
| YTD | -29.6% | -58.2% | +28.6% | -12.8% |
| 1Y | -31.9% | -56.6% | +24.6% | -17.2% |
| 3Y | -13.1% | -24.0% | +10.9% | -22.5% |
| All | -27.7% | +82.2% | -109.8% | -56.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling