+22.0%
USB vs OWL
-27.6%
+49.7%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.3% |
| 7D | 0.0% | -4.9% | +4.9% | +1.6% |
| 30D | +5.8% | +7.8% | -2.0% | +2.9% |
| 3M | -6.0% | -12.7% | +6.7% | -2.5% |
| 6M | +7.8% | -2.8% | +10.6% | +7.0% |
| YTD | +14.6% | -30.1% | +44.7% | +26.5% |
| 1Y | +31.8% | -29.1% | +60.9% | +44.2% |
| 3Y | +91.5% | -12.3% | +103.8% | +84.6% |
| All | +22.0% | -27.6% | +49.7% | +18.0% |
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