+45.7%
OWL vs FN
+488.8%
-443.2%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.1% | -3.9% | -1.5% |
| 7D | -2.2% | -1.7% | -0.6% | -1.9% |
| 30D | +3.7% | -22.0% | +25.7% | +8.6% |
| 3M | +17.5% | -43.0% | +60.5% | +30.8% |
| 6M | +18.5% | -27.7% | +46.3% | +20.6% |
| YTD | -16.3% | -10.5% | -5.8% | -20.8% |
| 1Y | -29.7% | +12.5% | -42.2% | -38.7% |
| 3Y | +14.2% | +153.8% | -139.6% | -26.9% |
| 5Y | +2.5% | +288.0% | -285.5% | -45.8% |
| All | +45.7% | +488.8% | -443.2% | -29.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling