+1.7%
OWL vs FLNC
-62.9%
+64.6%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.5% | -1.2% | +1.0% |
| 7D | -10.1% | -4.1% | -6.1% | -9.8% |
| 30D | -11.9% | -24.8% | +12.8% | -9.6% |
| 3M | +10.7% | -59.1% | +69.8% | +19.7% |
| 6M | +22.1% | -42.0% | +64.1% | +25.0% |
| YTD | -24.8% | -49.8% | +25.0% | -23.0% |
| 1Y | -39.2% | +43.1% | -82.3% | -44.9% |
| 3Y | +1.7% | -61.0% | +62.7% | -3.2% |
| All | +1.7% | -62.9% | +64.6% | -3.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling