-32.7%
UPS vs OWL
-21.6%
-11.1%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | 0.0% | +1.8% | +1.8% |
| 7D | +3.8% | +1.5% | +2.2% | +3.4% |
| 30D | +17.4% | +13.4% | +3.9% | +13.9% |
| 3M | +8.2% | -21.2% | +29.4% | +13.8% |
| 6M | +17.9% | +4.0% | +13.9% | +15.8% |
| YTD | +18.7% | -29.0% | +47.7% | +26.6% |
| 1Y | +24.8% | -28.4% | +53.2% | +32.4% |
| 3Y | -4.5% | -14.5% | +10.0% | -8.9% |
| All | -32.7% | -21.6% | -11.1% | -37.2% |
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