+28.5%
OWL vs OUST
-61.6%
+90.2%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +10.8% | -5.2% | +4.1% |
| 7D | -2.4% | +36.7% | -39.0% | -6.7% |
| 30D | +9.3% | -3.3% | +12.6% | +9.0% |
| 3M | -11.0% | -11.1% | +0.2% | -10.7% |
| 6M | +2.4% | +53.1% | -50.6% | -8.5% |
| YTD | -26.2% | +78.2% | -104.4% | -36.4% |
| 1Y | -27.4% | +50.0% | -77.5% | -36.1% |
| 3Y | -8.7% | +836.2% | -844.9% | -45.7% |
| 5Y | -19.3% | -50.0% | +30.7% | -34.5% |
| All | +28.5% | -61.6% | +90.2% | +6.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling