+34.6%
OWL vs ULTA
+101.4%
-66.8%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.3% | -1.9% | -2.8% |
| 7D | -6.4% | -1.8% | -4.6% | -5.8% |
| 30D | -5.0% | -1.2% | -3.8% | -4.8% |
| 3M | +15.4% | +13.4% | +2.0% | +10.5% |
| 6M | +15.5% | -15.6% | +31.1% | +20.7% |
| YTD | -22.7% | -10.4% | -12.2% | -20.9% |
| 1Y | -34.1% | +5.5% | -39.5% | -36.4% |
| 3Y | +5.1% | +31.0% | -25.9% | -10.9% |
| 5Y | -11.5% | +41.8% | -53.3% | -28.5% |
| All | +34.6% | +101.4% | -66.8% | +7.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling