+10.1%
UNH vs OWL
-38.6%
+48.7%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.2% | -3.6% | -2.5% |
| 7D | -4.5% | -10.1% | +5.6% | -3.8% |
| 30D | -6.5% | -11.9% | +5.4% | -5.8% |
| 3M | -6.0% | +10.7% | -16.7% | -7.2% |
| 6M | +33.7% | +22.1% | +11.5% | +29.5% |
| YTD | +16.4% | -24.8% | +41.2% | +20.6% |
| 1Y | +10.1% | -39.2% | +49.3% | +12.1% |
| All | +10.1% | -38.6% | +48.7% | +12.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling