+34.6%
OWL vs FLUT
-50.8%
+85.4%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.4% | -1.8% | -2.8% |
| 7D | -6.4% | -2.6% | -3.8% | -5.7% |
| 30D | -5.0% | +5.4% | -10.4% | -6.7% |
| 3M | +15.4% | -10.8% | +26.2% | +18.2% |
| 6M | +15.5% | -9.2% | +24.7% | +17.0% |
| YTD | -22.7% | -53.8% | +31.1% | -4.5% |
| 1Y | -34.1% | -66.0% | +31.9% | -11.4% |
| 3Y | +5.1% | -44.7% | +49.7% | +21.9% |
| 5Y | -11.5% | -50.6% | +39.1% | -5.0% |
| All | +34.6% | -50.8% | +85.4% | +41.1% |
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