-21.0%
UPS vs OWL
+38.2%
-59.2%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -1.0% |
| 7D | -2.9% | -2.2% | -0.6% | -2.5% |
| 30D | -3.5% | +3.7% | -7.2% | -4.3% |
| 3M | -5.7% | +17.5% | -23.2% | -9.0% |
| 6M | -4.4% | +18.5% | -22.9% | -8.4% |
| YTD | +8.0% | -16.3% | +24.4% | +10.7% |
| 1Y | +29.0% | -29.7% | +58.8% | +36.4% |
| 3Y | -27.7% | +14.2% | -41.9% | -33.5% |
| 5Y | -34.3% | +2.5% | -36.8% | -41.0% |
| All | -21.0% | +38.2% | -59.2% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling