-14.5%
OWL vs FITB
+144.0%
-158.5%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.8% |
| 7D | +1.5% | +2.8% | -1.2% | -0.4% |
| 30D | +13.4% | +9.8% | +3.6% | +6.5% |
| 3M | -21.2% | -5.2% | -16.1% | -18.2% |
| 6M | +4.0% | +17.3% | -13.3% | -7.9% |
| YTD | -29.0% | +19.3% | -48.3% | -38.5% |
| 1Y | -28.4% | +32.7% | -61.1% | -43.0% |
| 3Y | -14.5% | +141.6% | -156.1% | -46.9% |
| All | -14.5% | +144.0% | -158.5% | -46.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling