-33.3%
OWL vs UMAC
+488.3%
-521.6%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -3.2% | -0.7% | -3.8% |
| 7D | -11.9% | -4.0% | -7.9% | -11.8% |
| 30D | -13.7% | -9.4% | -4.3% | -13.6% |
| 3M | +12.3% | +3.0% | +9.3% | +11.5% |
| 6M | +15.0% | +27.2% | -12.2% | +12.3% |
| YTD | -25.7% | +84.7% | -110.4% | -28.6% |
| 1Y | -39.5% | +136.5% | -176.0% | -42.5% |
| All | -33.3% | +488.3% | -521.6% | -36.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling