+45.7%
OWL vs USFD
+208.8%
-163.2%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.6% |
| 7D | -2.2% | -3.0% | +0.8% | -0.8% |
| 30D | +3.7% | +3.5% | +0.2% | +1.6% |
| 3M | +17.5% | +26.6% | -9.0% | +2.8% |
| 6M | +18.5% | +11.7% | +6.8% | +10.4% |
| YTD | -16.3% | +38.1% | -54.5% | -31.8% |
| 1Y | -29.7% | +33.4% | -63.1% | -41.7% |
| 3Y | +14.2% | +155.8% | -141.7% | -33.3% |
| 5Y | +2.5% | +214.0% | -211.5% | -46.6% |
| All | +45.7% | +208.8% | -163.2% | -25.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling