+35.6%
UNP vs OWL
-36.7%
+72.3%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.0% | +4.3% | +0.5% |
| 7D | -1.2% | -11.9% | +10.7% | -0.8% |
| 30D | -2.0% | -13.7% | +11.7% | -1.5% |
| 3M | +7.5% | +12.3% | -4.7% | +7.3% |
| 6M | +15.3% | +15.0% | +0.3% | +14.7% |
| YTD | +25.4% | -25.7% | +51.1% | +29.3% |
| 1Y | +35.6% | -39.5% | +75.1% | +41.8% |
| All | +35.6% | -36.7% | +72.3% | +41.8% |
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