+1.7%
OWL vs ULTA
+31.2%
-29.5%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.1% | -0.8% | +0.7% |
| 7D | -10.1% | -3.1% | -7.1% | -9.4% |
| 30D | -11.9% | +2.8% | -14.7% | -12.6% |
| 3M | +10.7% | +14.8% | -4.0% | +7.0% |
| 6M | +22.1% | -16.2% | +38.3% | +26.5% |
| YTD | -24.8% | -9.6% | -15.2% | -23.7% |
| 1Y | -39.2% | +4.8% | -44.0% | -40.6% |
| 3Y | +1.7% | +30.7% | -28.9% | -15.8% |
| All | +1.7% | +31.2% | -29.5% | -15.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ULTA.
Daily Out/Under-Performance
Portfolio return minus ULTA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ULTA 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 ULTA 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