-11.5%
OWL vs FTI
+1,177.2%
-1,188.7%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.4% | -2.8% | -3.1% |
| 7D | -6.4% | -2.3% | -4.0% | -5.7% |
| 30D | -5.0% | +5.0% | -10.0% | -6.4% |
| 3M | +15.4% | +13.8% | +1.6% | +10.1% |
| 6M | +15.5% | +22.9% | -7.4% | +6.4% |
| YTD | -22.7% | +75.0% | -97.7% | -36.8% |
| 1Y | -34.1% | +96.9% | -130.9% | -48.4% |
| 3Y | +5.1% | +276.7% | -271.7% | -33.8% |
| 5Y | -11.5% | +1,157.0% | -1,168.5% | -64.2% |
| All | -11.5% | +1,177.2% | -1,188.7% | -64.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling