+45.6%
UNP vs OWL
+7.2%
+38.4%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.5% | +4.1% | +0.2% |
| 7D | -0.7% | -3.9% | +3.2% | -0.2% |
| 30D | -1.1% | -3.7% | +2.5% | -0.8% |
| 3M | +7.9% | +21.4% | -13.5% | +4.8% |
| 6M | +14.6% | +18.3% | -3.7% | +11.2% |
| YTD | +26.6% | -20.1% | +46.7% | +31.1% |
| 1Y | +35.6% | -32.8% | +68.3% | +44.3% |
| All | +45.6% | +7.2% | +38.4% | +47.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling