-12.3%
OWL vs FRSH
-72.4%
+60.2%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.4% | -1.8% | -2.8% |
| 7D | -6.4% | -9.6% | +3.2% | -3.4% |
| 30D | -5.0% | -0.4% | -4.6% | -4.9% |
| 3M | +15.4% | +27.2% | -11.8% | +6.2% |
| 6M | +15.5% | +42.2% | -26.7% | +1.9% |
| YTD | -22.7% | -2.6% | -20.1% | -23.8% |
| 1Y | -34.1% | -10.2% | -23.9% | -33.4% |
| 3Y | +5.1% | -45.5% | +50.6% | +18.9% |
| All | -12.3% | -72.4% | +60.2% | -1.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FRSH.
Daily Out/Under-Performance
Portfolio return minus FRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRSH 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 FRSH 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