-29.7%
OWL vs URI
+34.6%
-64.2%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.0% | -3.3% | -4.1% |
| 7D | +0.8% | +9.3% | -8.5% | -0.7% |
| 30D | +7.3% | +7.6% | -0.3% | +6.2% |
| 3M | -16.8% | +1.0% | -17.9% | -17.3% |
| 6M | +4.0% | +19.8% | -15.8% | +1.8% |
| YTD | -29.0% | +41.9% | -70.9% | -33.0% |
| 1Y | -29.7% | +33.4% | -63.0% | -31.3% |
| All | -29.7% | +34.6% | -64.2% | -31.3% |
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