-12.3%
OWL vs URI
+138.8%
-151.0%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.8% | -1.2% |
| 7D | -4.9% | -9.8% | +4.8% | -0.9% |
| 30D | +7.8% | +1.7% | +6.0% | +7.1% |
| 3M | -12.7% | -9.1% | -3.6% | -9.5% |
| 6M | -2.8% | +9.9% | -12.7% | -7.7% |
| YTD | -30.1% | +31.2% | -61.3% | -40.9% |
| 1Y | -29.1% | +25.9% | -55.0% | -38.7% |
| 3Y | -12.3% | +147.4% | -159.7% | -42.3% |
| All | -12.3% | +138.8% | -151.0% | -42.3% |
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 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