+30.9%
OWL vs FOXA
+138.8%
-107.9%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.2% | +0.1% | +0.8% |
| 7D | -10.1% | +0.8% | -10.9% | -10.4% |
| 30D | -11.9% | +5.0% | -17.0% | -13.6% |
| 3M | +10.7% | -3.0% | +13.8% | +10.6% |
| 6M | +22.1% | +14.8% | +7.4% | +13.9% |
| YTD | -24.8% | -8.9% | -15.9% | -23.3% |
| 1Y | -39.2% | +13.3% | -52.5% | -43.4% |
| 3Y | +1.7% | +115.4% | -113.7% | -24.5% |
| 5Y | -15.5% | +95.3% | -110.8% | -35.1% |
| All | +30.9% | +138.8% | -107.9% | +1.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FOXA.
Daily Out/Under-Performance
Portfolio return minus FOXA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FOXA 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 FOXA 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