-28.4%
OWL vs FLUT
-63.2%
+34.8%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +0.3% |
| 7D | +1.5% | -0.7% | +2.2% | +1.8% |
| 30D | +13.4% | +9.3% | +4.2% | +10.5% |
| 3M | -21.2% | -17.5% | -3.8% | -17.2% |
| 6M | +4.0% | -14.6% | +18.6% | +6.1% |
| YTD | -29.0% | -62.3% | +33.3% | +3.4% |
| 1Y | -28.4% | -59.6% | +31.2% | +0.5% |
| All | -28.4% | -63.2% | +34.8% | +0.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling