-68.3%
U vs OWL
-6.9%
-61.4%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.2% | +2.7% | +2.2% |
| 7D | +4.4% | -6.4% | +10.7% | +9.9% |
| 30D | -1.3% | -5.0% | +3.7% | +1.8% |
| 3M | +49.6% | +15.4% | +34.2% | +29.4% |
| 6M | +100.2% | +15.5% | +84.7% | +68.1% |
| YTD | -3.7% | -22.7% | +19.0% | +16.4% |
| 1Y | -6.5% | -34.1% | +27.6% | +26.9% |
| 3Y | +12.9% | +5.1% | +7.8% | -16.9% |
| 5Y | -68.3% | -11.5% | -56.8% | -76.1% |
| All | -68.3% | -6.9% | -61.4% | -76.1% |
Cumulative growth
Daily Returns
Daily percentage return beside OWL.
Daily Out/Under-Performance
Portfolio return minus OWL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OWL 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 OWL 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