-26.6%
OWL vs URI
+33.3%
-59.9%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -4.4% | +7.5% | +3.7% |
| 7D | +10.1% | -4.3% | +14.5% | +10.8% |
| 30D | +18.7% | +4.6% | +14.1% | +18.0% |
| 3M | -6.2% | -2.1% | -4.1% | -6.3% |
| 6M | +9.8% | +21.9% | -12.1% | +7.5% |
| YTD | -24.2% | +39.7% | -63.9% | -28.1% |
| 1Y | -26.6% | +32.9% | -59.4% | -27.1% |
| All | -26.6% | +33.3% | -59.9% | -27.1% |
Cumulative growth
Daily Returns
Daily percentage return beside URI.
Daily Out/Under-Performance
Portfolio return minus URI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URI 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 1y: compounded portfolio wealth divided by compounded URI 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…
1y analysis · Full analysis span regression · 6 months rolling