-21.5%
OWL vs FTV
+18.0%
-39.4%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.1% | -4.3% | -4.3% |
| 7D | +0.8% | +3.7% | -2.9% | -2.0% |
| 30D | +7.3% | +16.8% | -9.5% | -4.4% |
| 3M | -16.8% | +10.4% | -27.2% | -22.7% |
| 6M | +4.0% | +12.8% | -8.8% | -5.7% |
| YTD | -29.0% | +23.3% | -52.3% | -41.5% |
| 1Y | -29.7% | +31.0% | -60.6% | -45.2% |
| 3Y | -13.5% | +38.6% | -52.1% | -37.3% |
| 5Y | -21.5% | +17.6% | -39.0% | -41.7% |
| All | -21.5% | +18.0% | -39.4% | -41.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling