+73.4%
UNP vs OWL
+17.3%
+56.1%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | +4.2% | +1.5% | +2.7% | +4.0% |
| 30D | +5.6% | +13.4% | -7.8% | +3.6% |
| 3M | +2.0% | -21.2% | +23.3% | +5.4% |
| 6M | +15.4% | +4.0% | +11.4% | +13.9% |
| YTD | +32.7% | -29.0% | +61.7% | +38.6% |
| 1Y | +39.4% | -28.4% | +67.9% | +45.1% |
| 3Y | +54.3% | -14.5% | +68.8% | +53.2% |
| 5Y | +39.6% | -21.5% | +61.1% | +33.3% |
| All | +73.4% | +17.3% | +56.1% | +58.2% |
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 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