+69.4%
USAR vs OWL
+11.2%
+58.2%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -3.2% | -0.2% | -2.5% |
| 7D | -4.4% | -6.4% | +2.0% | -2.6% |
| 30D | -10.4% | -5.0% | -5.4% | -9.2% |
| 3M | -18.4% | +15.4% | -33.8% | -21.5% |
| 6M | -8.8% | +15.5% | -24.3% | -12.3% |
| YTD | +43.4% | -22.7% | +66.0% | +46.2% |
| 1Y | +21.0% | -34.1% | +55.1% | +25.4% |
| 3Y | +67.7% | +5.1% | +62.7% | +73.7% |
| All | +69.4% | +11.2% | +58.2% | +75.4% |
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 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