-39.2%
OWL vs UL
-9.2%
-30.0%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.6% | +0.6% | +1.2% |
| 7D | -10.1% | -3.4% | -6.7% | -9.8% |
| 30D | -11.9% | +0.5% | -12.4% | -11.9% |
| 3M | +10.7% | +7.2% | +3.5% | +10.2% |
| 6M | +22.1% | -3.1% | +25.2% | +20.1% |
| YTD | -24.8% | -2.7% | -22.1% | -27.2% |
| 1Y | -39.2% | -10.2% | -29.0% | -39.3% |
| All | -39.2% | -9.2% | -30.0% | -39.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling