-34.5%
UPS vs OWL
-15.5%
-19.0%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.0% | +4.7% | +1.6% |
| 7D | -3.4% | -11.9% | +8.5% | -0.7% |
| 30D | -2.7% | -13.7% | +11.0% | +0.4% |
| 3M | -1.6% | +12.3% | -13.9% | -4.6% |
| 6M | +2.3% | +15.0% | -12.7% | -2.1% |
| YTD | +5.6% | -25.7% | +31.3% | +11.6% |
| 1Y | +27.1% | -39.5% | +66.6% | +40.5% |
| 3Y | -26.3% | +0.9% | -27.2% | -32.6% |
| 5Y | -34.5% | -16.5% | -17.9% | -42.2% |
| All | -34.5% | -15.5% | -19.0% | -42.2% |
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 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