+29.3%
OWL vs FTV
+7.0%
+22.3%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.3% | -1.6% | -2.3% |
| 7D | -11.9% | -5.2% | -6.7% | -8.5% |
| 30D | -13.7% | -11.5% | -2.2% | -5.9% |
| 3M | +12.3% | -9.0% | +21.3% | +19.6% |
| 6M | +15.0% | -2.0% | +17.0% | +14.8% |
| YTD | -25.7% | -0.9% | -24.8% | -27.3% |
| 1Y | -39.5% | +14.8% | -54.3% | -47.7% |
| 3Y | +0.9% | -5.5% | +6.4% | +1.2% |
| 5Y | -16.5% | -1.9% | -14.7% | -26.6% |
| All | +29.3% | +7.0% | +22.3% | +11.3% |
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