+28.5%
OWL vs USFD
+226.3%
-197.8%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +3.1% | +2.5% | +4.0% |
| 7D | -2.4% | +3.9% | -6.3% | -4.3% |
| 30D | +9.3% | +12.8% | -3.6% | +2.8% |
| 3M | -11.0% | +1.0% | -11.9% | -11.5% |
| 6M | +2.4% | +30.3% | -27.8% | -11.7% |
| YTD | -26.2% | +46.0% | -72.1% | -41.5% |
| 1Y | -27.4% | +49.6% | -77.1% | -43.5% |
| 3Y | -8.7% | +166.3% | -175.0% | -47.7% |
| 5Y | -19.3% | +208.4% | -227.7% | -58.5% |
| All | +28.5% | +226.3% | -197.8% | -36.0% |
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