-9.4%
OWL vs FN
+106.7%
-116.2%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.8% | +5.5% | +1.6% |
| 7D | +1.1% | -4.1% | +5.2% | +1.5% |
| 30D | +10.0% | -28.3% | +38.4% | +16.3% |
| 3M | -8.7% | -33.9% | +25.2% | -3.0% |
| 6M | +3.1% | -43.9% | +47.1% | +11.0% |
| YTD | -25.6% | -23.4% | -2.2% | -28.9% |
| 1Y | -25.5% | -25.4% | -0.1% | -28.7% |
| 3Y | -9.4% | +107.9% | -117.3% | -45.6% |
| All | -9.4% | +106.7% | -116.2% | -45.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling