-16.9%
OWL vs ULTA
+44.7%
-61.5%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.1% | -0.8% | +0.5% |
| 7D | -10.1% | -3.1% | -7.1% | -9.1% |
| 30D | -11.9% | +2.8% | -14.7% | -12.9% |
| 3M | +10.7% | +14.8% | -4.0% | +5.2% |
| 6M | +22.1% | -16.2% | +38.3% | +28.6% |
| YTD | -24.8% | -9.6% | -15.2% | -23.2% |
| 1Y | -39.2% | +4.8% | -44.0% | -41.5% |
| 3Y | +1.7% | +30.7% | -28.9% | -15.7% |
| All | -16.9% | +44.7% | -61.5% | -39.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling