+32.6%
UNP vs OWL
-29.1%
+61.7%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +0.9% | +0.2% |
| 7D | -5.3% | -2.2% | -3.1% | -5.3% |
| 30D | -1.5% | +3.7% | -5.2% | -1.6% |
| 3M | +10.3% | +17.5% | -7.3% | +9.8% |
| 6M | +9.7% | +18.5% | -8.9% | +9.3% |
| YTD | +27.1% | -16.3% | +43.4% | +30.3% |
| 1Y | +32.6% | -29.7% | +62.3% | +36.0% |
| All | +32.6% | -29.1% | +61.7% | +36.0% |
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 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