+63.9%
UNP vs OWL
+22.7%
+41.2%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.0% | +4.3% | +1.0% |
| 7D | -1.2% | -11.9% | +10.7% | +0.7% |
| 30D | -2.0% | -13.7% | +11.7% | +0.1% |
| 3M | +7.5% | +12.3% | -4.7% | +5.2% |
| 6M | +15.3% | +15.0% | +0.3% | +11.7% |
| YTD | +25.4% | -25.7% | +51.1% | +30.3% |
| 1Y | +35.6% | -39.5% | +75.1% | +45.4% |
| 3Y | +44.1% | +0.9% | +43.2% | +39.4% |
| 5Y | +54.0% | -16.5% | +70.5% | +46.1% |
| All | +63.9% | +22.7% | +41.2% | +48.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling