+30.9%
OWL vs FLR
+215.1%
-184.2%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.2% | 0.0% | +0.9% |
| 7D | -10.1% | -3.5% | -6.6% | -9.2% |
| 30D | -11.9% | +4.2% | -16.1% | -13.1% |
| 3M | +10.7% | +8.1% | +2.7% | +7.5% |
| 6M | +22.1% | +21.5% | +0.6% | +12.8% |
| YTD | -24.8% | +36.8% | -61.6% | -33.2% |
| 1Y | -39.2% | +31.2% | -70.4% | -45.4% |
| 3Y | +1.7% | +53.9% | -52.1% | -16.0% |
| 5Y | -15.5% | +243.0% | -258.5% | -38.4% |
| All | +30.9% | +215.1% | -184.2% | -3.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 10y: compounded portfolio wealth divided by compounded FLR 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…
10y analysis · Full analysis span regression · 6 months rolling