-13.5%
OWL vs URA
+41.0%
-54.5%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.4% | -5.1% | -2.1% |
| 7D | -4.9% | -4.1% | -0.8% | -3.7% |
| 30D | +7.8% | -19.0% | +26.8% | +15.1% |
| 3M | -12.7% | -25.1% | +12.5% | -4.6% |
| 6M | -2.8% | -44.5% | +41.7% | +15.9% |
| YTD | -30.1% | -24.3% | -5.8% | -26.2% |
| 1Y | -29.1% | -28.1% | -1.0% | -24.1% |
| All | -13.5% | +41.0% | -54.5% | -31.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling