-16.5%
OWL vs FOXA
+90.4%
-107.0%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +2.1% | -6.0% | -4.9% |
| 7D | -11.9% | -3.7% | -8.2% | -10.4% |
| 30D | -13.7% | +5.4% | -19.1% | -16.1% |
| 3M | +12.3% | -3.7% | +16.0% | +12.5% |
| 6M | +15.0% | +12.6% | +2.4% | +5.4% |
| YTD | -25.7% | -10.0% | -15.8% | -23.3% |
| 1Y | -39.5% | +15.0% | -54.5% | -46.0% |
| 3Y | +0.9% | +115.1% | -114.2% | -36.7% |
| 5Y | -16.5% | +93.0% | -109.6% | -46.1% |
| All | -16.5% | +90.4% | -107.0% | -46.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling