+23.6%
OWL vs FITB
+143.6%
-120.0%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.7% |
| 7D | +1.5% | +2.8% | -1.2% | 0.0% |
| 30D | +13.4% | +9.8% | +3.6% | +7.6% |
| 3M | -21.2% | -5.2% | -16.1% | -18.6% |
| 6M | +4.0% | +17.3% | -13.3% | -5.7% |
| YTD | -29.0% | +19.3% | -48.3% | -36.6% |
| 1Y | -28.4% | +32.7% | -61.1% | -40.1% |
| 3Y | -14.5% | +141.6% | -156.1% | -47.8% |
| 5Y | -21.5% | +48.9% | -70.3% | -40.8% |
| All | +23.6% | +143.6% | -120.0% | -8.4% |
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