-11.5%
OWL vs FND
-61.3%
+49.8%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.7% | -2.5% | -2.9% |
| 7D | -6.4% | -0.8% | -5.6% | -6.1% |
| 30D | -5.0% | -19.6% | +14.6% | +3.4% |
| 3M | +15.4% | -4.3% | +19.8% | +15.8% |
| 6M | +15.5% | -20.4% | +35.9% | +23.7% |
| YTD | -22.7% | -21.9% | -0.8% | -17.1% |
| 1Y | -34.1% | -45.2% | +11.1% | -18.6% |
| 3Y | +5.1% | -49.2% | +54.3% | +23.7% |
| 5Y | -11.5% | -61.8% | +50.3% | +7.4% |
| All | -11.5% | -61.3% | +49.8% | +7.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling