+39.1%
OWL vs URI
+330.3%
-291.2%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.5% | -5.0% | -4.7% |
| 7D | -3.9% | +2.5% | -6.5% | -5.0% |
| 30D | -3.7% | -12.5% | +8.9% | +2.1% |
| 3M | +21.4% | -6.2% | +27.6% | +23.9% |
| 6M | +18.3% | +25.9% | -7.5% | +2.2% |
| YTD | -20.1% | +26.2% | -46.3% | -31.9% |
| 1Y | -32.8% | +5.5% | -38.3% | -37.0% |
| 3Y | +8.6% | +125.0% | -116.4% | -32.3% |
| 5Y | -4.5% | +210.4% | -214.9% | -51.2% |
| All | +39.1% | +330.3% | -291.2% | -30.5% |
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