+206.7%
UAL vs OWL
-13.7%
+220.4%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.7% | +2.7% | +2.4% |
| 7D | +8.2% | -4.9% | +13.1% | +11.4% |
| 30D | +2.3% | +7.8% | -5.5% | -2.2% |
| 3M | -12.7% | -12.7% | 0.0% | -6.6% |
| 6M | +12.7% | -2.8% | +15.5% | +12.5% |
| YTD | +0.8% | -30.1% | +30.9% | +22.2% |
| 1Y | +17.8% | -29.1% | +46.9% | +40.7% |
| 3Y | +206.7% | -12.3% | +219.0% | +231.4% |
| All | +206.7% | -13.7% | +220.4% | +231.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling