+15.0%
OWL vs FLNC
-39.2%
+54.2%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -4.2% | +0.3% | -3.6% |
| 7D | -11.9% | -5.0% | -6.9% | -11.5% |
| 30D | -13.7% | -26.1% | +12.4% | -11.4% |
| 3M | +12.3% | -55.2% | +67.4% | +18.9% |
| 6M | +15.0% | -42.6% | +57.6% | +18.9% |
| All | +15.0% | -39.2% | +54.2% | +18.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling