-39.2%
OWL vs UMAC
+129.0%
-168.2%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.5% | +3.7% | +1.4% |
| 7D | -10.1% | -3.4% | -6.7% | -10.0% |
| 30D | -11.9% | -15.1% | +3.2% | -11.3% |
| 3M | +10.7% | -10.8% | +21.5% | +10.0% |
| 6M | +22.1% | +15.7% | +6.5% | +17.4% |
| YTD | -24.8% | +80.1% | -104.9% | -32.8% |
| 1Y | -39.2% | +116.7% | -155.9% | -45.5% |
| All | -39.2% | +129.0% | -168.2% | -45.5% |
Cumulative growth
Daily Returns
Daily percentage return beside UMAC.
Daily Out/Under-Performance
Portfolio return minus UMAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMAC 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 1y: compounded portfolio wealth divided by compounded UMAC 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…
1y analysis · Full analysis span regression · 6 months rolling