+73.6%
USAR vs OWL
+7.2%
+66.4%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.5% | +4.8% | +1.6% |
| 7D | +2.3% | -3.9% | +6.3% | +3.5% |
| 30D | -8.6% | -3.7% | -5.0% | -7.8% |
| 3M | -20.5% | +21.4% | -41.9% | -24.7% |
| 6M | +1.2% | +18.3% | -17.1% | -3.5% |
| YTD | +48.4% | -20.1% | +68.5% | +49.9% |
| 1Y | +30.6% | -32.8% | +63.4% | +34.4% |
| All | +73.6% | +7.2% | +66.4% | +78.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling