+31.1%
UNH vs OWL
+32.0%
-0.8%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.5% | +5.4% | +1.2% |
| 7D | +1.1% | -3.9% | +5.1% | +1.4% |
| 30D | -1.5% | -3.7% | +2.1% | -1.4% |
| 3M | -0.8% | +21.4% | -22.2% | -2.2% |
| 6M | +41.8% | +18.3% | +23.5% | +39.7% |
| YTD | +23.1% | -20.1% | +43.2% | +24.2% |
| 1Y | +28.5% | -32.8% | +61.3% | +30.8% |
| 3Y | -11.8% | +8.6% | -20.3% | -14.3% |
| 5Y | +5.3% | -4.5% | +9.8% | +0.8% |
| All | +31.1% | +32.0% | -0.8% | +25.2% |
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