+23.6%
OWL vs FTV
+33.4%
-9.8%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | -0.1% |
| 7D | +1.5% | +3.9% | -2.4% | -1.2% |
| 30D | +13.4% | +18.7% | -5.2% | +0.8% |
| 3M | -21.2% | +10.0% | -31.3% | -26.2% |
| 6M | +4.0% | +14.6% | -10.5% | -5.9% |
| YTD | -29.0% | +23.4% | -52.4% | -40.4% |
| 1Y | -28.4% | +31.3% | -59.7% | -42.9% |
| 3Y | -14.5% | +39.8% | -54.3% | -35.6% |
| 5Y | -21.5% | +17.7% | -39.1% | -40.1% |
| All | +23.6% | +33.4% | -9.8% | -8.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 10y: compounded portfolio wealth divided by compounded FTV 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…
10y analysis · Full analysis span regression · 6 months rolling