+45.7%
OWL vs URA
+276.7%
-231.1%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.5% | -1.0% |
| 7D | -2.2% | +1.1% | -3.3% | -2.6% |
| 30D | +3.7% | +7.4% | -3.7% | +0.9% |
| 3M | +17.5% | -8.4% | +25.9% | +20.5% |
| 6M | +18.5% | -12.7% | +31.3% | +22.1% |
| YTD | -16.3% | +7.8% | -24.1% | -21.1% |
| 1Y | -29.7% | +19.5% | -49.2% | -37.4% |
| 3Y | +14.2% | +116.4% | -102.3% | -22.9% |
| 5Y | +2.5% | +134.3% | -131.8% | -34.6% |
| All | +45.7% | +276.7% | -231.1% | -14.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling