+29.4%
OWL vs URI
+368.3%
-338.9%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.1% | +2.7% | +1.6% |
| 7D | +1.1% | -6.0% | +7.1% | +3.9% |
| 30D | +10.0% | +4.6% | +5.4% | +7.8% |
| 3M | -8.7% | -2.7% | -6.0% | -7.9% |
| 6M | +3.1% | +18.4% | -15.2% | -5.8% |
| YTD | -25.6% | +37.4% | -63.0% | -39.1% |
| 1Y | -25.5% | +30.4% | -55.9% | -37.3% |
| 3Y | -9.4% | +147.9% | -157.3% | -45.9% |
| 5Y | -18.2% | +202.1% | -220.2% | -59.6% |
| All | +29.4% | +368.3% | -338.9% | -37.9% |
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