-28.4%
OWL vs OUST
+40.1%
-68.6%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -8.5% | +8.5% | +1.1% |
| 7D | +1.5% | -3.8% | +5.3% | +2.0% |
| 30D | +13.4% | +5.1% | +8.4% | +12.1% |
| 3M | -21.2% | -25.8% | +4.6% | -19.0% |
| 6M | +4.0% | -2.0% | +6.0% | -2.2% |
| YTD | -29.0% | +54.7% | -83.7% | -41.4% |
| 1Y | -28.4% | +48.8% | -77.2% | -40.8% |
| All | -28.4% | +40.1% | -68.6% | -40.8% |
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