+23.6%
OWL vs FND
-47.8%
+71.4%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.2% | +2.2% | +0.8% |
| 7D | +1.5% | -6.8% | +8.4% | +4.2% |
| 30D | +13.4% | +8.0% | +5.5% | +10.2% |
| 3M | -21.2% | -18.9% | -2.3% | -15.2% |
| 6M | +4.0% | +4.7% | -0.7% | +0.5% |
| YTD | -29.0% | -21.6% | -7.4% | -24.4% |
| 1Y | -28.4% | -22.0% | -6.4% | -23.8% |
| 3Y | -14.5% | -40.4% | +25.9% | -5.9% |
| 5Y | -21.5% | -63.8% | +42.3% | -8.6% |
| All | +23.6% | -47.8% | +71.4% | +38.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 10y: compounded portfolio wealth divided by compounded FND 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…
10y analysis · Full analysis span regression · 6 months rolling