+4.6%
OWL vs FTV
-3.3%
+7.9%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.2% | -2.0% | -2.4% |
| 7D | -6.4% | -1.3% | -5.1% | -5.6% |
| 30D | -5.0% | -9.5% | +4.5% | +1.2% |
| 3M | +15.4% | -10.9% | +26.3% | +23.8% |
| 6M | +15.5% | -0.6% | +16.1% | +14.1% |
| YTD | -22.7% | +1.4% | -24.1% | -25.5% |
| 1Y | -34.1% | +17.6% | -51.7% | -44.0% |
| All | +4.6% | -3.3% | +7.9% | +6.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling