+45.7%
OWL vs FND
-45.0%
+90.7%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.7% | -2.5% | -1.4% |
| 7D | -2.2% | -5.2% | +3.0% | -0.4% |
| 30D | +3.7% | -19.9% | +23.6% | +12.2% |
| 3M | +17.5% | +2.7% | +14.8% | +14.8% |
| 6M | +18.5% | -21.7% | +40.2% | +27.2% |
| YTD | -16.3% | -17.5% | +1.2% | -12.4% |
| 1Y | -29.7% | -39.3% | +9.6% | -17.9% |
| 3Y | +14.2% | -49.8% | +63.9% | +34.6% |
| 5Y | +2.5% | -60.1% | +62.6% | +16.6% |
| All | +45.7% | -45.0% | +90.7% | +60.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling