-14.5%
OWL vs USFD
+156.3%
-170.8%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | -0.1% |
| 7D | +1.5% | +1.7% | -0.1% | +0.8% |
| 30D | +13.4% | +10.2% | +3.3% | +8.5% |
| 3M | -21.2% | -1.5% | -19.7% | -20.8% |
| 6M | +4.0% | +27.3% | -23.3% | -8.6% |
| YTD | -29.0% | +44.0% | -73.0% | -44.2% |
| 1Y | -28.4% | +50.4% | -78.8% | -45.7% |
| 3Y | -14.5% | +153.6% | -168.1% | -45.4% |
| All | -14.5% | +156.3% | -170.8% | -45.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling