+272.8%
UMC vs OWL
+24.2%
+248.6%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.2% | +1.1% | +2.0% |
| 7D | +9.0% | -10.1% | +19.1% | +12.0% |
| 30D | +17.2% | -11.9% | +29.2% | +20.9% |
| 3M | +11.4% | +10.7% | +0.7% | +7.2% |
| 6M | +137.5% | +22.1% | +115.4% | +121.3% |
| YTD | +193.1% | -24.8% | +217.9% | +210.6% |
| 1Y | +240.3% | -39.2% | +279.5% | +281.7% |
| 3Y | +262.2% | +1.7% | +260.4% | +223.3% |
| 5Y | +143.1% | -15.5% | +158.6% | +114.6% |
| All | +272.8% | +24.2% | +248.6% | +213.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling