+30.9%
OWL vs FITB
+142.6%
-111.7%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.5% | +0.7% | +0.9% |
| 7D | -10.1% | -0.3% | -9.9% | -10.0% |
| 30D | -11.9% | -5.7% | -6.3% | -8.9% |
| 3M | +10.7% | +3.2% | +7.6% | +8.3% |
| 6M | +22.1% | +23.4% | -1.3% | +6.9% |
| YTD | -24.8% | +18.8% | -43.6% | -32.8% |
| 1Y | -39.2% | +25.0% | -64.2% | -47.3% |
| 3Y | +1.7% | +131.2% | -129.5% | -36.8% |
| 5Y | -15.5% | +70.7% | -86.2% | -37.3% |
| All | +30.9% | +142.6% | -111.7% | -2.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling