+45.7%
OWL vs FITB
+143.2%
-97.6%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.7% |
| 7D | -2.2% | +0.6% | -2.9% | -2.6% |
| 30D | +3.7% | -4.7% | +8.4% | +6.6% |
| 3M | +17.5% | +6.7% | +10.8% | +12.7% |
| 6M | +18.5% | +12.6% | +6.0% | +9.7% |
| YTD | -16.3% | +19.1% | -35.4% | -25.3% |
| 1Y | -29.7% | +22.6% | -52.4% | -38.4% |
| 3Y | +14.2% | +127.1% | -113.0% | -28.5% |
| 5Y | +2.5% | +71.8% | -69.3% | -24.1% |
| All | +45.7% | +143.2% | -97.6% | +7.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling