+158.0%
UAL vs OWL
+22.8%
+135.2%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.5% | -0.2% |
| 7D | +12.5% | +1.1% | +11.4% | +12.0% |
| 30D | +12.2% | +10.0% | +2.2% | +7.2% |
| 3M | -2.6% | -8.7% | +6.1% | +1.1% |
| 6M | +21.1% | +3.1% | +17.9% | +17.9% |
| YTD | +7.8% | -25.6% | +33.5% | +20.9% |
| 1Y | +25.4% | -25.5% | +50.9% | +40.2% |
| 3Y | +217.3% | -9.4% | +226.8% | +233.1% |
| 5Y | +132.9% | -18.2% | +151.0% | +128.4% |
| All | +158.0% | +22.8% | +135.2% | +139.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling