-21.6%
OWL vs URI
+203.0%
-224.6%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.3% | +0.7% |
| 7D | +1.5% | +6.7% | -5.2% | -1.9% |
| 30D | +13.4% | +8.9% | +4.6% | +8.5% |
| 3M | -21.2% | +0.5% | -21.8% | -21.9% |
| 6M | +4.0% | +20.7% | -16.6% | -7.3% |
| YTD | -29.0% | +40.0% | -69.0% | -44.3% |
| 1Y | -28.4% | +34.4% | -62.8% | -42.5% |
| 3Y | -14.5% | +149.5% | -164.0% | -55.2% |
| All | -21.6% | +203.0% | -224.6% | -67.2% |
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