-26.5%
OWL vs FIVE
+65.4%
-91.9%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.1% | +0.9% | +0.1% |
| 7D | -2.1% | -0.5% | -1.6% | -2.0% |
| 30D | +11.6% | +17.4% | -5.8% | +7.8% |
| 3M | -13.8% | +7.0% | -20.8% | -15.2% |
| 6M | +7.8% | +20.5% | -12.6% | +2.6% |
| YTD | -25.8% | +33.1% | -58.9% | -33.6% |
| All | -26.5% | +65.4% | -91.9% | -40.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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