+141.3%
UAL vs OWL
+15.5%
+125.8%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.7% | +2.7% | +2.4% |
| 7D | +8.2% | -4.9% | +13.1% | +10.8% |
| 30D | +2.3% | +7.8% | -5.5% | -1.4% |
| 3M | -12.7% | -12.7% | 0.0% | -7.5% |
| 6M | +12.7% | -2.8% | +15.5% | +12.7% |
| YTD | +0.8% | -30.1% | +30.9% | +16.3% |
| 1Y | +17.8% | -29.1% | +46.9% | +34.6% |
| 3Y | +206.7% | -12.3% | +219.0% | +227.4% |
| 5Y | +113.9% | -27.5% | +141.4% | +116.4% |
| All | +141.3% | +15.5% | +125.8% | +130.8% |
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 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