+45.7%
OWL vs URI
+328.0%
-282.4%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.6% | -2.4% | -1.5% |
| 7D | -2.2% | -2.0% | -0.3% | -1.3% |
| 30D | +3.7% | -12.9% | +16.6% | +10.2% |
| 3M | +17.5% | -6.7% | +24.3% | +20.3% |
| 6M | +18.5% | +19.0% | -0.5% | +5.4% |
| YTD | -16.3% | +25.5% | -41.9% | -28.5% |
| 1Y | -29.7% | +5.5% | -35.3% | -34.2% |
| 3Y | +14.2% | +111.3% | -97.1% | -26.6% |
| 5Y | +2.5% | +198.6% | -196.1% | -47.5% |
| All | +45.7% | +328.0% | -282.4% | -27.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling