-16.9%
OWL vs FIVN
-82.2%
+65.3%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.4% | -0.1% | +0.8% |
| 7D | -10.1% | -7.8% | -2.3% | -7.9% |
| 30D | -11.9% | -1.7% | -10.2% | -11.4% |
| 3M | +10.7% | +47.2% | -36.5% | -2.4% |
| 6M | +22.1% | +82.7% | -60.6% | -1.3% |
| YTD | -24.8% | +52.9% | -77.7% | -36.4% |
| 1Y | -39.2% | +17.5% | -56.7% | -44.4% |
| 3Y | +1.7% | -55.8% | +57.6% | +16.0% |
| All | -16.9% | -82.2% | +65.3% | +6.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling