+129.3%
UAL vs OWL
+27.7%
+101.5%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.2% | +2.2% | +0.5% |
| 7D | -1.1% | -6.4% | +5.2% | +1.9% |
| 30D | -13.4% | -5.0% | -8.5% | -11.6% |
| 3M | -2.3% | +15.4% | -17.7% | -9.4% |
| 6M | +13.3% | +15.5% | -2.2% | +3.6% |
| YTD | -4.2% | -22.7% | +18.5% | +5.7% |
| 1Y | +1.4% | -34.1% | +35.5% | +20.2% |
| 3Y | +125.8% | +5.1% | +120.7% | +123.5% |
| 5Y | +130.0% | -11.5% | +141.4% | +121.4% |
| All | +129.3% | +27.7% | +101.5% | +109.8% |
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