-14.5%
OWL vs UL
+34.6%
-49.1%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.4% | -4.7% | -4.3% |
| 7D | +0.8% | -2.5% | +3.3% | +0.9% |
| 30D | +7.3% | +5.7% | +1.7% | +7.3% |
| 3M | -16.8% | +7.0% | -23.8% | -16.9% |
| 6M | +4.0% | +16.1% | -12.0% | +4.3% |
| YTD | -29.0% | +3.6% | -32.6% | -29.8% |
| 1Y | -29.7% | -1.4% | -28.3% | -30.8% |
| All | -14.5% | +34.6% | -49.1% | -15.5% |
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