-21.4%
OWL vs FRMI
-79.6%
+58.2%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +5.3% | -6.1% | -1.2% |
| 7D | -2.2% | +2.4% | -4.6% | -2.4% |
| 30D | +3.7% | -17.3% | +21.0% | +4.7% |
| 3M | +17.5% | -17.2% | +34.7% | +17.7% |
| 6M | +18.5% | -43.4% | +61.9% | +20.4% |
| YTD | -16.3% | -36.0% | +19.7% | -15.4% |
| All | -21.4% | -79.6% | +58.2% | -23.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FRMI.
Daily Out/Under-Performance
Portfolio return minus FRMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRMI 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 1y: compounded portfolio wealth divided by compounded FRMI 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…
1y analysis · Full analysis span regression · 6 months rolling