+29.3%
OWL vs FLUT
-51.1%
+80.4%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.7% | -3.3% | -3.8% |
| 7D | -11.9% | -3.6% | -8.3% | -11.0% |
| 30D | -13.7% | -0.3% | -13.4% | -13.9% |
| 3M | +12.3% | -12.6% | +24.9% | +15.7% |
| 6M | +15.0% | -8.0% | +23.0% | +16.0% |
| YTD | -25.7% | -54.1% | +28.4% | -8.1% |
| 1Y | -39.5% | -66.1% | +26.6% | -18.6% |
| 3Y | +0.9% | -45.0% | +45.9% | +17.3% |
| 5Y | -16.5% | -51.2% | +34.7% | -10.1% |
| All | +29.3% | -51.1% | +80.4% | +35.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FLUT.
Daily Out/Under-Performance
Portfolio return minus FLUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLUT 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded FLUT 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling