+29.2%
OWL vs FLUT
-57.7%
+86.8%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.6% | -3.8% | -1.3% |
| 7D | -2.1% | +4.5% | -6.7% | -3.5% |
| 30D | +11.6% | +9.2% | +2.4% | +8.7% |
| 3M | -13.8% | -13.7% | -0.1% | -10.6% |
| 6M | +7.8% | -9.0% | +16.9% | +8.9% |
| YTD | -25.8% | -60.2% | +34.5% | -4.6% |
| 1Y | -26.5% | -63.1% | +36.6% | -3.7% |
| 3Y | -9.6% | -42.5% | +32.8% | +4.5% |
| 5Y | -20.8% | -47.6% | +26.7% | -13.8% |
| All | +29.2% | -57.7% | +86.8% | +41.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling