-28.2%
OWL vs URI
+166.6%
-194.7%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.8% | -1.3% |
| 7D | -4.9% | -9.8% | +4.8% | +0.1% |
| 30D | +7.8% | +1.7% | +6.0% | +6.9% |
| 3M | -12.7% | -9.1% | -3.6% | -8.7% |
| 6M | -2.8% | +9.9% | -12.7% | -9.0% |
| YTD | -30.1% | +31.2% | -61.3% | -43.3% |
| 1Y | -29.1% | +25.9% | -55.0% | -41.1% |
| 3Y | -12.3% | +147.4% | -159.7% | -54.2% |
| All | -28.2% | +166.6% | -194.7% | -68.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling