-26.8%
UPS vs OWL
+3.8%
-30.6%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.2% | +2.0% | -0.7% |
| 7D | -3.7% | -6.4% | +2.7% | -2.7% |
| 30D | -3.7% | -5.0% | +1.3% | -3.0% |
| 3M | -6.6% | +15.4% | -22.0% | -8.8% |
| 6M | +2.6% | +15.5% | -12.9% | -0.5% |
| YTD | +4.8% | -22.7% | +27.4% | +8.7% |
| 1Y | +25.3% | -34.1% | +59.3% | +33.2% |
| All | -26.8% | +3.8% | -30.6% | -29.2% |
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 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