-25.5%
OWL vs FN
-24.2%
-1.3%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.8% | +5.5% | +1.0% |
| 7D | +1.1% | -4.1% | +5.2% | +1.2% |
| 30D | +10.0% | -28.3% | +38.4% | +12.7% |
| 3M | -8.7% | -33.9% | +25.2% | -6.4% |
| 6M | +3.1% | -43.9% | +47.1% | +5.8% |
| YTD | -25.6% | -23.4% | -2.2% | -28.4% |
| 1Y | -25.5% | -25.4% | -0.1% | -28.0% |
| All | -25.5% | -24.2% | -1.3% | -28.0% |
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