-21.6%
OWL vs USFR
+21.4%
-42.9%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | +1.5% | +0.1% | +1.5% | +1.7% |
| 30D | +13.4% | +0.4% | +13.1% | +14.4% |
| 3M | -21.2% | +1.1% | -22.3% | -19.2% |
| 6M | +4.0% | +2.0% | +2.0% | +9.0% |
| YTD | -29.0% | +3.5% | -32.5% | -23.1% |
| 1Y | -28.4% | +4.1% | -32.5% | -21.6% |
| 3Y | -14.5% | +14.4% | -28.9% | +19.2% |
| All | -21.6% | +21.4% | -42.9% | +25.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling