-26.6%
OWL vs FITB
+36.9%
-63.5%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.5% | +1.6% | +2.3% |
| 7D | +10.1% | +2.3% | +7.8% | +8.8% |
| 30D | +18.7% | +7.7% | +11.0% | +14.1% |
| 3M | -6.2% | -4.5% | -1.7% | -4.1% |
| 6M | +9.8% | +12.5% | -2.7% | +2.0% |
| YTD | -24.2% | +19.8% | -43.9% | -32.4% |
| 1Y | -26.6% | +34.1% | -60.7% | -42.4% |
| All | -26.6% | +36.9% | -63.5% | -42.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FITB.
Daily Out/Under-Performance
Portfolio return minus FITB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FITB 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 1y: compounded portfolio wealth divided by compounded FITB 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…
1y analysis · Full analysis span regression · 6 months rolling