+23.6%
OWL vs URI
+383.7%
-360.0%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.0% | -3.3% | -3.9% |
| 7D | +0.8% | +9.3% | -8.5% | -3.2% |
| 30D | +7.3% | +7.6% | -0.3% | +3.8% |
| 3M | -16.8% | +1.0% | -17.9% | -17.6% |
| 6M | +4.0% | +19.8% | -15.8% | -5.6% |
| YTD | -29.0% | +41.9% | -70.9% | -42.7% |
| 1Y | -29.7% | +33.4% | -63.0% | -41.4% |
| 3Y | -13.5% | +156.0% | -169.5% | -49.2% |
| 5Y | -21.5% | +209.5% | -231.0% | -61.8% |
| All | +23.6% | +383.7% | -360.0% | -41.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling