+24.8%
USAR vs OWL
-29.1%
+53.9%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | 0.0% |
| 7D | -2.1% | -2.2% | +0.1% | -0.8% |
| 30D | +2.6% | +3.7% | -1.1% | 0.0% |
| 3M | -35.0% | +17.5% | -52.5% | -41.1% |
| 6M | -6.9% | +18.5% | -25.4% | -16.4% |
| YTD | +48.0% | -16.3% | +64.3% | +55.9% |
| 1Y | +24.8% | -29.7% | +54.5% | +41.2% |
| All | +24.8% | -29.1% | +53.9% | +41.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling