+51.7%
UNP vs OWL
-6.9%
+58.6%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.2% | +1.9% | -0.7% |
| 7D | -1.7% | -6.4% | +4.7% | -0.6% |
| 30D | -2.1% | -5.0% | +2.9% | -1.4% |
| 3M | +5.4% | +15.4% | -10.0% | +2.4% |
| 6M | +13.4% | +15.5% | -2.1% | +9.3% |
| YTD | +25.0% | -22.7% | +47.6% | +29.9% |
| 1Y | +34.6% | -34.1% | +68.6% | +43.7% |
| 3Y | +43.6% | +5.1% | +38.5% | +35.1% |
| 5Y | +51.7% | -11.5% | +63.2% | +39.6% |
| All | +51.7% | -6.9% | +58.6% | +39.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling