-8.5%
OWL vs FITB
+71.3%
-79.8%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.7% | -3.9% | -4.1% |
| 7D | -3.9% | +2.8% | -6.8% | -5.7% |
| 30D | -3.7% | -4.5% | +0.9% | -0.8% |
| 3M | +21.4% | +5.7% | +15.7% | +16.5% |
| 6M | +18.3% | +17.1% | +1.2% | +5.5% |
| YTD | -20.1% | +18.3% | -38.4% | -29.5% |
| 1Y | -32.8% | +23.9% | -56.7% | -42.6% |
| 3Y | +8.6% | +131.1% | -122.5% | -38.1% |
| All | -8.5% | +71.3% | -79.8% | -36.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling