+259.3%
UMC vs OWL
+32.0%
+227.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -4.5% | +9.6% | +6.3% |
| 7D | +6.6% | -3.9% | +10.5% | +7.6% |
| 30D | +16.6% | -3.7% | +20.2% | +17.3% |
| 3M | +11.0% | +21.4% | -10.4% | +4.3% |
| 6M | +131.3% | +18.3% | +112.9% | +117.6% |
| YTD | +182.5% | -20.1% | +202.6% | +194.6% |
| 1Y | +222.3% | -32.8% | +255.0% | +251.2% |
| 3Y | +253.0% | +8.6% | +244.5% | +209.7% |
| 5Y | +141.8% | -4.5% | +146.3% | +108.7% |
| All | +259.3% | +32.0% | +227.3% | +197.7% |
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