+39.1%
OWL vs FIVN
-80.7%
+119.8%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -6.1% | +1.6% | -2.9% |
| 7D | -3.9% | -8.2% | +4.3% | -1.7% |
| 30D | -3.7% | -8.1% | +4.5% | -1.6% |
| 3M | +21.4% | +34.9% | -13.5% | +10.6% |
| 6M | +18.3% | +72.6% | -54.3% | -1.0% |
| YTD | -20.1% | +55.8% | -75.9% | -31.8% |
| 1Y | -32.8% | +17.1% | -49.9% | -38.2% |
| 3Y | +8.6% | -54.3% | +62.9% | +20.2% |
| 5Y | -4.5% | -81.6% | +77.1% | +14.9% |
| All | +39.1% | -80.7% | +119.8% | +65.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling