-4.5%
OWL vs FLUT
-50.1%
+45.7%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.6% | -5.1% | -4.7% |
| 7D | -3.9% | +3.8% | -7.8% | -5.1% |
| 30D | -3.7% | +6.3% | -10.0% | -5.7% |
| 3M | +21.4% | -4.0% | +25.4% | +21.5% |
| 6M | +18.3% | -10.3% | +28.6% | +20.4% |
| YTD | -20.1% | -53.2% | +33.1% | -0.5% |
| 1Y | -32.8% | -65.0% | +32.3% | -8.8% |
| 3Y | +8.6% | -43.9% | +52.5% | +26.3% |
| 5Y | -4.5% | -49.2% | +44.8% | -2.2% |
| All | -4.5% | -50.1% | +45.7% | -2.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling