+30.9%
OWL vs FND
-48.2%
+79.1%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.0% | +0.2% | +0.9% |
| 7D | -10.1% | -5.8% | -4.4% | -8.1% |
| 30D | -11.9% | -20.2% | +8.3% | -4.4% |
| 3M | +10.7% | -12.0% | +22.7% | +14.8% |
| 6M | +22.1% | -18.5% | +40.6% | +29.0% |
| YTD | -24.8% | -22.3% | -2.6% | -19.5% |
| 1Y | -39.2% | -47.6% | +8.4% | -24.8% |
| 3Y | +1.7% | -49.8% | +51.5% | +19.6% |
| 5Y | -15.5% | -63.0% | +47.5% | -1.5% |
| All | +30.9% | -48.2% | +79.1% | +47.6% |
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