+75.0%
USB vs OWL
+17.3%
+57.8%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.9% |
| 7D | +2.6% | +1.5% | +1.1% | +2.1% |
| 30D | +8.4% | +13.4% | -5.0% | +4.3% |
| 3M | -5.5% | -21.2% | +15.7% | +0.5% |
| 6M | +17.7% | +4.0% | +13.7% | +14.7% |
| YTD | +17.6% | -29.0% | +46.6% | +27.1% |
| 1Y | +33.9% | -28.4% | +62.3% | +44.0% |
| 3Y | +103.8% | -14.5% | +118.4% | +104.0% |
| 5Y | +25.6% | -21.5% | +47.1% | +18.9% |
| All | +75.0% | +17.3% | +57.8% | +63.2% |
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 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