+42.6%
UNP vs OWL
-28.0%
+70.7%
-12.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.1% | -1.4% | +1.6% |
| 7D | +3.6% | +10.1% | -6.5% | +3.3% |
| 30D | +11.4% | +18.7% | -7.4% | +10.8% |
| 3M | +4.6% | -6.2% | +10.8% | +4.6% |
| 6M | +18.3% | +9.8% | +8.5% | +18.1% |
| YTD | +35.4% | -24.2% | +59.6% | +40.1% |
| 1Y | +42.6% | -26.6% | +69.2% | +46.8% |
| All | +42.6% | -28.0% | +70.7% | +46.8% |
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 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