+30.9%
OWL vs UL
+15.0%
+15.9%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.6% | +0.6% | +1.1% |
| 7D | -10.1% | -3.4% | -6.7% | -9.3% |
| 30D | -11.9% | +0.5% | -12.4% | -12.0% |
| 3M | +10.7% | +7.2% | +3.5% | +8.7% |
| 6M | +22.1% | -3.1% | +25.2% | +22.7% |
| YTD | -24.8% | -2.7% | -22.1% | -24.9% |
| 1Y | -39.2% | -10.2% | -29.0% | -38.0% |
| 3Y | +1.7% | +20.3% | -18.5% | -8.4% |
| 5Y | -15.5% | +19.9% | -35.4% | -26.9% |
| All | +30.9% | +15.0% | +15.9% | +15.8% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 UL 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