-11.5%
OWL vs UEC
+289.3%
-300.7%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.4% | -0.8% | -2.7% |
| 7D | -6.4% | -0.2% | -6.2% | -6.4% |
| 30D | -5.0% | +1.9% | -6.9% | -5.7% |
| 3M | +15.4% | +8.9% | +6.5% | +12.6% |
| 6M | +15.5% | -14.5% | +29.9% | +15.6% |
| YTD | -22.7% | -0.7% | -22.0% | -25.6% |
| 1Y | -34.1% | -4.1% | -30.0% | -37.4% |
| 3Y | +5.1% | +148.9% | -143.9% | -24.1% |
| 5Y | -11.5% | +300.0% | -311.5% | -47.0% |
| All | -11.5% | +289.3% | -300.7% | -47.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling