+42.1%
UBER vs OWL
+32.0%
+10.1%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -4.5% | +1.0% | -2.0% |
| 7D | -2.8% | -3.9% | +1.1% | -1.5% |
| 30D | -2.5% | -3.7% | +1.1% | -1.6% |
| 3M | +4.4% | +21.4% | -17.0% | -3.2% |
| 6M | -2.7% | +18.3% | -21.0% | -9.9% |
| YTD | -10.5% | -20.1% | +9.6% | -5.4% |
| 1Y | -22.5% | -32.8% | +10.3% | -13.5% |
| 3Y | +54.8% | +8.6% | +46.2% | +33.6% |
| 5Y | +82.5% | -4.5% | +87.0% | +52.6% |
| All | +42.1% | +32.0% | +10.1% | +16.7% |
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