+74.2%
USB vs OWL
+22.6%
+51.6%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | 0.0% |
| 7D | -0.5% | -2.1% | +1.6% | 0.0% |
| 30D | +5.7% | +11.6% | -5.9% | +2.2% |
| 3M | -4.7% | -13.8% | +9.1% | -1.2% |
| 6M | +13.4% | +7.8% | +5.6% | +9.4% |
| YTD | +17.0% | -25.8% | +42.8% | +24.9% |
| 1Y | +32.4% | -26.5% | +58.9% | +41.5% |
| 3Y | +101.7% | -9.6% | +111.3% | +98.7% |
| 5Y | +24.4% | -20.8% | +45.3% | +16.6% |
| All | +74.2% | +22.6% | +51.6% | +60.5% |
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