+34.6%
OWL vs USFD
+189.3%
-154.6%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -5.5% | +2.3% | -0.4% |
| 7D | -6.4% | -7.0% | +0.6% | -2.9% |
| 30D | -5.0% | -10.3% | +5.3% | +0.3% |
| 3M | +15.4% | +9.2% | +6.2% | +9.2% |
| 6M | +15.5% | +7.4% | +8.1% | +9.6% |
| YTD | -22.7% | +29.4% | -52.0% | -34.9% |
| 1Y | -34.1% | +24.8% | -58.9% | -43.4% |
| 3Y | +5.1% | +150.0% | -144.9% | -38.0% |
| 5Y | -11.5% | +195.5% | -206.9% | -52.3% |
| All | +34.6% | +189.3% | -154.6% | -28.7% |
Cumulative growth
Daily Returns
Daily percentage return beside USFD.
Daily Out/Under-Performance
Portfolio return minus USFD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFD 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 USFD 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