+4.6%
OWL vs UL
+21.6%
-17.0%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.7% | -1.6% | -3.2% |
| 7D | -6.4% | -3.2% | -3.2% | -6.4% |
| 30D | -5.0% | -0.6% | -4.4% | -5.0% |
| 3M | +15.4% | +9.4% | +6.0% | +15.8% |
| 6M | +15.5% | -4.1% | +19.6% | +14.3% |
| YTD | -22.7% | -2.0% | -20.7% | -23.4% |
| 1Y | -34.1% | -9.0% | -25.1% | -35.2% |
| All | +4.6% | +21.6% | -17.0% | +5.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling