+28.5%
OWL vs FN
+428.9%
-400.3%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +11.9% | -6.3% | +3.1% |
| 7D | -2.4% | +16.3% | -18.6% | -6.1% |
| 30D | +9.3% | -24.7% | +34.0% | +15.0% |
| 3M | -11.0% | -34.9% | +24.0% | -4.3% |
| 6M | +2.4% | -41.1% | +43.5% | +10.0% |
| YTD | -26.2% | -19.6% | -6.5% | -29.6% |
| 1Y | -27.4% | -18.5% | -8.9% | -31.7% |
| 3Y | -8.7% | +119.1% | -127.8% | -40.4% |
| 5Y | -19.3% | +206.9% | -226.3% | -56.1% |
| All | +28.5% | +428.9% | -400.3% | -36.9% |
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