+29.3%
OWL vs URA
+268.0%
-238.7%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -4.0% | 0.0% | -2.5% |
| 7D | -11.9% | -1.5% | -10.4% | -11.5% |
| 30D | -13.7% | -0.4% | -13.3% | -13.8% |
| 3M | +12.3% | +6.3% | +6.0% | +9.4% |
| 6M | +15.0% | -14.0% | +29.0% | +19.3% |
| YTD | -25.7% | +5.3% | -31.0% | -29.4% |
| 1Y | -39.5% | +11.7% | -51.2% | -44.7% |
| 3Y | +0.9% | +109.8% | -108.9% | -31.1% |
| 5Y | -16.5% | +108.0% | -124.5% | -45.5% |
| All | +29.3% | +268.0% | -238.7% | -23.0% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 10y: compounded portfolio wealth divided by compounded URA 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…
10y analysis · Full analysis span regression · 6 months rolling