-11.5%
OWL vs UTHR
+140.7%
-152.2%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.8% | -5.0% | -3.4% |
| 7D | -6.4% | +3.0% | -9.4% | -6.8% |
| 30D | -5.0% | -4.3% | -0.7% | -4.5% |
| 3M | +15.4% | -8.4% | +23.8% | +16.6% |
| 6M | +15.5% | -4.2% | +19.7% | +15.8% |
| YTD | -22.7% | +4.0% | -26.7% | -23.5% |
| 1Y | -34.1% | +25.5% | -59.6% | -36.6% |
| 3Y | +5.1% | +125.1% | -120.0% | -9.3% |
| 5Y | -11.5% | +140.3% | -151.8% | -27.7% |
| All | -11.5% | +140.7% | -152.2% | -27.7% |
Cumulative growth
Daily Returns
Daily percentage return beside UTHR.
Daily Out/Under-Performance
Portfolio return minus UTHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UTHR 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 UTHR 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