+28.5%
OWL vs FLUT
-59.4%
+87.9%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +0.4% | +5.2% | +5.5% |
| 7D | -2.4% | -6.5% | +4.1% | -0.5% |
| 30D | +9.3% | +2.8% | +6.5% | +8.4% |
| 3M | -11.0% | -13.5% | +2.5% | -7.7% |
| 6M | +2.4% | -19.0% | +21.4% | +7.2% |
| YTD | -26.2% | -61.9% | +35.7% | -3.8% |
| 1Y | -27.4% | -63.2% | +35.8% | -4.9% |
| 3Y | -8.7% | -46.0% | +37.3% | +7.5% |
| 5Y | -19.3% | -51.8% | +32.4% | -10.7% |
| All | +28.5% | -59.4% | +87.9% | +42.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling