-26.6%
OWL vs FLNC
-69.0%
+42.4%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +10.2% | -7.1% | +2.1% |
| 7D | +10.1% | -2.1% | +12.2% | +10.2% |
| 30D | +18.7% | -20.8% | +39.5% | +21.3% |
| 3M | -6.2% | -61.3% | +55.1% | +2.6% |
| 6M | +9.8% | -50.9% | +60.6% | +14.4% |
| YTD | -24.2% | -69.4% | +45.2% | -19.0% |
| 1Y | -26.6% | -68.4% | +41.8% | -22.4% |
| All | -26.6% | -69.0% | +42.4% | -22.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FLNC.
Daily Out/Under-Performance
Portfolio return minus FLNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLNC 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 FLNC 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