+59.3%
USAR vs OWL
+6.8%
+52.5%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -4.0% | -2.0% | -4.8% |
| 7D | -9.3% | -11.9% | +2.6% | -5.9% |
| 30D | -15.2% | -13.7% | -1.5% | -11.5% |
| 3M | -21.1% | +12.3% | -33.4% | -23.4% |
| 6M | -21.6% | +15.0% | -36.6% | -24.0% |
| YTD | +34.8% | -25.7% | +60.5% | +39.1% |
| 1Y | +15.6% | -39.5% | +55.1% | +21.7% |
| 3Y | +57.7% | +0.9% | +56.8% | +65.4% |
| All | +59.3% | +6.8% | +52.5% | +67.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling