-18.2%
OWL vs OUST
-49.4%
+31.3%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.9% | +1.6% | +0.8% |
| 7D | +1.1% | +31.9% | -30.8% | -3.1% |
| 30D | +10.0% | -4.2% | +14.2% | +9.9% |
| 3M | -8.7% | -9.3% | +0.6% | -8.7% |
| 6M | +3.1% | +51.7% | -48.5% | -8.4% |
| YTD | -25.6% | +76.6% | -102.3% | -36.5% |
| 1Y | -25.5% | +48.9% | -74.4% | -34.9% |
| 3Y | -9.4% | +675.3% | -684.7% | -46.7% |
| 5Y | -18.2% | -44.0% | +25.9% | -30.2% |
| All | -18.2% | -49.4% | +31.3% | -30.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling