-29.7%
OWL vs FN
+17.1%
-46.8%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.1% | -3.9% | -1.0% |
| 7D | -2.2% | -1.7% | -0.6% | -2.1% |
| 30D | +3.7% | -22.0% | +25.7% | +5.3% |
| 3M | +17.5% | -43.0% | +60.5% | +21.7% |
| 6M | +18.5% | -27.7% | +46.3% | +18.1% |
| YTD | -16.3% | -10.5% | -5.8% | -20.1% |
| 1Y | -29.7% | +12.5% | -42.2% | -37.8% |
| All | -29.7% | +17.1% | -46.8% | -37.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 FN 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