-34.1%
OWL vs FITB
+23.4%
-57.4%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.6% | -2.6% | -2.9% |
| 7D | -6.4% | -0.4% | -6.0% | -6.1% |
| 30D | -5.0% | -5.1% | +0.2% | -2.1% |
| 3M | +15.4% | +3.5% | +11.9% | +12.3% |
| 6M | +15.5% | +17.2% | -1.7% | +3.4% |
| YTD | -22.7% | +17.6% | -40.3% | -31.7% |
| 1Y | -34.1% | +23.4% | -57.4% | -44.9% |
| All | -34.1% | +23.4% | -57.4% | -44.9% |
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 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