+45.7%
OWL vs FICO
+82.1%
-36.5%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -16.7% | +15.9% | +4.0% |
| 7D | -2.2% | -19.2% | +16.9% | +3.4% |
| 30D | +3.7% | -14.6% | +18.3% | +7.8% |
| 3M | +17.5% | -20.1% | +37.6% | +22.1% |
| 6M | +18.5% | -36.3% | +54.9% | +31.1% |
| YTD | -16.3% | -44.9% | +28.5% | -3.1% |
| 1Y | -29.7% | -38.6% | +8.9% | -23.2% |
| 3Y | +14.2% | +4.0% | +10.2% | -1.0% |
| 5Y | +2.5% | +99.5% | -97.0% | -33.3% |
| All | +45.7% | +82.1% | -36.5% | -2.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling