+23.6%
OWL vs UEC
+318.9%
-295.3%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.1% | +2.1% | +0.3% |
| 7D | +1.5% | -3.8% | +5.3% | +2.1% |
| 30D | +13.4% | -13.5% | +26.9% | +15.7% |
| 3M | -21.2% | -40.5% | +19.2% | -15.0% |
| 6M | +4.0% | -56.7% | +60.7% | +16.8% |
| YTD | -29.0% | -43.0% | +14.0% | -25.1% |
| 1Y | -28.4% | -42.5% | +14.1% | -24.9% |
| 3Y | -14.5% | +11.6% | -26.1% | -24.3% |
| 5Y | -21.5% | +21.8% | -43.2% | -37.1% |
| All | +23.6% | +318.9% | -295.3% | -8.7% |
Cumulative growth
Daily Returns
Daily percentage return beside UEC.
Daily Out/Under-Performance
Portfolio return minus UEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UEC 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 UEC 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