+29.4%
OWL vs FN
+403.7%
-374.3%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.8% | +5.5% | +1.7% |
| 7D | +1.1% | -4.1% | +5.2% | +1.6% |
| 30D | +10.0% | -28.3% | +38.4% | +17.0% |
| 3M | -8.7% | -33.9% | +25.2% | -2.4% |
| 6M | +3.1% | -43.9% | +47.1% | +11.9% |
| YTD | -25.6% | -23.4% | -2.2% | -28.4% |
| 1Y | -25.5% | -25.4% | -0.1% | -28.3% |
| 3Y | -9.4% | +107.9% | -117.3% | -40.2% |
| 5Y | -18.2% | +195.1% | -213.2% | -55.1% |
| All | +29.4% | +403.7% | -374.3% | -35.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling