-30.6%
OWL vs UMAC
+508.0%
-538.6%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -6.4% | +3.2% | -3.0% |
| 7D | -6.4% | +3.3% | -9.6% | -6.5% |
| 30D | -5.0% | -10.4% | +5.4% | -4.8% |
| 3M | +15.4% | +1.8% | +13.7% | +14.6% |
| 6M | +15.5% | +40.7% | -25.3% | +12.4% |
| YTD | -22.7% | +90.9% | -113.6% | -25.8% |
| 1Y | -34.1% | +151.8% | -185.8% | -37.4% |
| All | -30.6% | +508.0% | -538.6% | -33.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling