+137.7%
UAL vs OWL
-3.7%
+141.5%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -4.5% | +1.7% | -0.4% |
| 7D | +3.4% | -3.9% | +7.4% | +5.7% |
| 30D | -16.5% | -3.7% | -12.8% | -15.0% |
| 3M | +2.8% | +21.4% | -18.6% | -8.5% |
| 6M | +17.6% | +18.3% | -0.8% | +4.2% |
| YTD | -3.2% | -20.1% | +16.9% | +6.8% |
| 1Y | +0.4% | -32.8% | +33.2% | +21.8% |
| 3Y | +128.2% | +8.6% | +119.6% | +112.3% |
| 5Y | +137.7% | -4.5% | +142.2% | +117.2% |
| All | +137.7% | -3.7% | +141.5% | +117.2% |
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