+21.7%
OWL vs FN
+372.8%
-351.1%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +11.7% | -12.4% | -3.2% |
| 7D | -4.9% | 0.0% | -4.9% | -5.6% |
| 30D | +7.8% | -34.3% | +42.1% | +16.9% |
| 3M | -12.7% | -39.9% | +27.2% | -4.6% |
| 6M | -2.8% | -51.8% | +49.0% | +9.4% |
| YTD | -30.1% | -28.1% | -1.9% | -31.7% |
| 1Y | -29.1% | -29.1% | 0.0% | -31.0% |
| 3Y | -12.3% | +102.4% | -114.7% | -41.9% |
| 5Y | -27.5% | +171.7% | -199.2% | -59.6% |
| All | +21.7% | +372.8% | -351.1% | -38.8% |
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