+0.5%
OWL vs FTI
+264.2%
-263.7%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.9% | -1.1% | -3.0% |
| 7D | -11.9% | -5.6% | -6.3% | -10.1% |
| 30D | -13.7% | +0.4% | -14.1% | -13.9% |
| 3M | +12.3% | +8.1% | +4.1% | +8.5% |
| 6M | +15.0% | +16.7% | -1.7% | +6.3% |
| YTD | -25.7% | +70.0% | -95.7% | -41.6% |
| 1Y | -39.5% | +85.4% | -124.9% | -54.4% |
| All | +0.5% | +264.2% | -263.7% | -41.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 FTI 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