-39.2%
OWL vs FIVN
+20.3%
-59.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.4% | -0.1% | +0.9% |
| 7D | -10.1% | -7.8% | -2.3% | -8.2% |
| 30D | -11.9% | -1.7% | -10.2% | -11.4% |
| 3M | +10.7% | +47.2% | -36.5% | -0.2% |
| 6M | +22.1% | +82.7% | -60.6% | +2.1% |
| YTD | -24.8% | +52.9% | -77.7% | -33.7% |
| 1Y | -39.2% | +17.5% | -56.7% | -42.2% |
| All | -39.2% | +20.3% | -59.5% | -42.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVN.
Daily Out/Under-Performance
Portfolio return minus FIVN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVN 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 FIVN 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