-16.5%
OWL vs UL
+18.7%
-35.2%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.4% | -2.6% | -3.6% |
| 7D | -11.9% | -4.1% | -7.8% | -11.0% |
| 30D | -13.7% | -1.2% | -12.5% | -13.4% |
| 3M | +12.3% | +6.0% | +6.3% | +10.4% |
| 6M | +15.0% | -5.5% | +20.5% | +16.3% |
| YTD | -25.7% | -3.3% | -22.4% | -25.7% |
| 1Y | -39.5% | -9.8% | -29.7% | -38.4% |
| 3Y | +0.9% | +20.1% | -19.2% | -10.1% |
| 5Y | -16.5% | +19.2% | -35.7% | -30.1% |
| All | -16.5% | +18.7% | -35.2% | -30.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling