-20.8%
OWL vs FICO
+88.0%
-108.8%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | +0.1% | -0.1% |
| 7D | -2.1% | +4.0% | -6.1% | -3.2% |
| 30D | +11.6% | -1.5% | +13.1% | +11.7% |
| 3M | -13.8% | -29.8% | +16.0% | -7.2% |
| 6M | +7.8% | -33.3% | +41.1% | +14.6% |
| YTD | -25.8% | -56.9% | +31.1% | -8.7% |
| 1Y | -26.5% | -59.5% | +33.0% | -7.6% |
| 3Y | -9.6% | -26.9% | +17.3% | -17.6% |
| 5Y | -20.8% | +92.9% | -113.7% | -53.8% |
| All | -20.8% | +88.0% | -108.8% | -53.8% |
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