+4.6%
OWL vs USFR
+14.0%
-9.4%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | 0.0% | -3.2% | -3.2% |
| 7D | -6.4% | +0.1% | -6.4% | -6.3% |
| 30D | -5.0% | +0.3% | -5.3% | -4.5% |
| 3M | +15.4% | +1.0% | +14.4% | +16.9% |
| 6M | +15.5% | +1.9% | +13.5% | +18.8% |
| YTD | -22.7% | +2.7% | -25.3% | -20.0% |
| 1Y | -34.1% | +4.0% | -38.0% | -31.0% |
| All | +4.6% | +14.0% | -9.4% | +30.7% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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