-22.5%
UPS vs OWL
+24.2%
-46.7%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.2% | -0.9% | +0.1% |
| 7D | -2.0% | -10.1% | +8.2% | +0.1% |
| 30D | -2.0% | -11.9% | +10.0% | +0.4% |
| 3M | -6.2% | +10.7% | -17.0% | -8.5% |
| 6M | +2.8% | +22.1% | -19.4% | -2.2% |
| YTD | +5.9% | -24.8% | +30.7% | +10.8% |
| 1Y | +26.2% | -39.2% | +65.4% | +37.5% |
| 3Y | -26.0% | +1.7% | -27.8% | -30.3% |
| 5Y | -34.3% | -15.5% | -18.8% | -39.4% |
| All | -22.5% | +24.2% | -46.7% | -30.1% |
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