-30.2%
OWL vs FRMI
-78.6%
+48.3%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.5% | -1.4% | -3.8% |
| 7D | -11.9% | +10.9% | -22.8% | -12.7% |
| 30D | -13.7% | -24.3% | +10.6% | -12.2% |
| 3M | +12.3% | -21.8% | +34.0% | +12.8% |
| 6M | +15.0% | -33.0% | +48.1% | +15.3% |
| YTD | -25.7% | -32.6% | +6.9% | -25.2% |
| All | -30.2% | -78.6% | +48.3% | -32.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling