-28.2%
OWL vs FICO
+81.4%
-109.6%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.6% |
| 7D | -4.9% | -0.9% | -4.0% | -4.8% |
| 30D | +7.8% | +3.3% | +4.5% | +6.1% |
| 3M | -12.7% | -31.7% | +19.1% | -5.4% |
| 6M | -2.8% | -34.0% | +31.2% | +3.2% |
| YTD | -30.1% | -58.3% | +28.3% | -13.3% |
| 1Y | -29.1% | -57.9% | +28.8% | -12.7% |
| 3Y | -12.3% | -24.1% | +11.8% | -21.8% |
| All | -28.2% | +81.4% | -109.6% | -56.6% |
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