+138.4%
UAL vs OWL
+38.2%
+100.2%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.8% | +3.3% | +2.9% |
| 7D | +0.7% | -2.2% | +3.0% | +1.7% |
| 30D | -16.1% | +3.7% | -19.8% | -17.7% |
| 3M | +6.1% | +17.5% | -11.4% | -2.4% |
| 6M | +10.8% | +18.5% | -7.7% | +0.2% |
| YTD | -0.4% | -16.3% | +15.9% | +5.9% |
| 1Y | +5.0% | -29.7% | +34.7% | +21.0% |
| 3Y | +124.0% | +14.2% | +109.9% | +113.5% |
| 5Y | +141.0% | +2.5% | +138.5% | +122.8% |
| All | +138.4% | +38.2% | +100.2% | +110.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling