-20.8%
OWL vs FN
+212.0%
-232.8%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +5.9% | -6.1% | -1.5% |
| 7D | -2.1% | +8.0% | -10.2% | -4.1% |
| 30D | +11.6% | -19.1% | +30.7% | +15.6% |
| 3M | -13.8% | -29.8% | +16.0% | -9.0% |
| 6M | +7.8% | -43.2% | +51.0% | +17.2% |
| YTD | -25.8% | -18.9% | -6.8% | -29.7% |
| 1Y | -26.5% | -17.9% | -8.6% | -31.2% |
| 3Y | -9.6% | +120.1% | -129.7% | -42.9% |
| 5Y | -20.8% | +206.7% | -227.5% | -61.1% |
| All | -20.8% | +212.0% | -232.8% | -61.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling