+26.6%
OWL vs URI
+368.3%
-341.7%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.1% | +0.5% | -0.6% |
| 7D | -1.2% | -6.0% | +4.8% | +1.6% |
| 30D | +7.6% | +4.6% | +3.0% | +5.5% |
| 3M | -10.7% | -2.7% | -8.0% | -9.9% |
| 6M | +0.9% | +18.4% | -17.5% | -7.9% |
| YTD | -27.3% | +37.4% | -64.7% | -40.4% |
| 1Y | -27.2% | +30.4% | -57.5% | -38.7% |
| 3Y | -11.4% | +147.9% | -159.3% | -47.1% |
| 5Y | -20.0% | +202.1% | -222.0% | -60.5% |
| All | +26.6% | +368.3% | -341.7% | -39.2% |
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