+39.1%
OWL vs FOXA
+136.3%
-97.2%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.3% | -4.2% | -4.4% |
| 7D | -3.9% | -0.6% | -3.3% | -3.8% |
| 30D | -3.7% | +2.3% | -6.0% | -4.7% |
| 3M | +21.4% | -2.8% | +24.2% | +21.2% |
| 6M | +18.3% | +9.6% | +8.7% | +12.3% |
| YTD | -20.1% | -9.9% | -10.2% | -18.2% |
| 1Y | -32.8% | +5.4% | -38.2% | -35.7% |
| 3Y | +8.6% | +115.3% | -106.7% | -19.4% |
| 5Y | -4.5% | +93.1% | -97.5% | -26.4% |
| All | +39.1% | +136.3% | -97.2% | +8.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling