-29.7%
OWL vs OUST
+33.5%
-63.2%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.7% | -2.4% | -1.0% |
| 7D | -2.2% | +5.2% | -7.5% | -3.0% |
| 30D | +3.7% | -19.3% | +22.9% | +6.6% |
| 3M | +17.5% | -22.6% | +40.2% | +17.8% |
| 6M | +18.5% | +62.8% | -44.2% | -0.2% |
| YTD | -16.3% | +68.3% | -84.7% | -31.0% |
| 1Y | -29.7% | +28.5% | -58.3% | -40.3% |
| All | -29.7% | +33.5% | -63.2% | -40.3% |
Cumulative growth
Daily Returns
Daily percentage return beside OUST.
Daily Out/Under-Performance
Portfolio return minus OUST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OUST 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 1y: compounded portfolio wealth divided by compounded OUST 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…
1y analysis · Full analysis span regression · 6 months rolling