-14.5%
OWL vs URI
+153.1%
-167.7%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.3% | +0.5% |
| 7D | +1.5% | +6.7% | -5.2% | -1.2% |
| 30D | +13.4% | +8.9% | +4.6% | +9.5% |
| 3M | -21.2% | +0.5% | -21.8% | -21.7% |
| 6M | +4.0% | +20.7% | -16.6% | -5.1% |
| YTD | -29.0% | +40.0% | -69.0% | -41.7% |
| 1Y | -28.4% | +34.4% | -62.8% | -39.8% |
| 3Y | -14.5% | +149.5% | -164.0% | -44.8% |
| All | -14.5% | +153.1% | -167.7% | -44.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling