+137.5%
UMC vs OWL
-15.5%
+153.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.0% | +1.4% | -1.3% |
| 7D | +11.4% | -11.9% | +23.3% | +15.5% |
| 30D | +16.8% | -13.7% | +30.5% | +21.6% |
| 3M | +19.1% | +12.3% | +6.8% | +13.6% |
| 6M | +137.4% | +15.0% | +122.4% | +123.2% |
| YTD | +186.4% | -25.7% | +212.1% | +207.0% |
| 1Y | +229.1% | -39.5% | +268.6% | +275.7% |
| 3Y | +257.9% | +0.9% | +257.0% | +204.1% |
| 5Y | +137.5% | -16.5% | +154.1% | +101.0% |
| All | +137.5% | -15.5% | +153.1% | +101.0% |
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