+41.2%
USB vs OWL
-0.3%
+41.5%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | 0.0% |
| 7D | +1.4% | -2.2% | +3.7% | +2.1% |
| 30D | -1.3% | +3.7% | -5.0% | -2.9% |
| 3M | +15.2% | +17.5% | -2.3% | +8.1% |
| 6M | +18.8% | +18.5% | +0.3% | +10.0% |
| YTD | +21.0% | -16.3% | +37.3% | +26.4% |
| 1Y | +34.0% | -29.7% | +63.7% | +48.1% |
| 3Y | +95.3% | +14.2% | +81.2% | +72.3% |
| All | +41.2% | -0.3% | +41.5% | +21.1% |
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