+71.5%
USB vs OWL
+16.3%
+55.2%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -7.1% | +5.0% | -0.1% |
| 7D | -1.5% | -5.0% | +3.5% | -0.1% |
| 30D | +4.3% | +9.0% | -4.7% | +1.5% |
| 3M | -6.1% | -12.7% | +6.7% | -3.0% |
| 6M | +9.4% | -4.0% | +13.4% | +9.2% |
| YTD | +15.2% | -29.6% | +44.7% | +24.8% |
| 1Y | +32.8% | -31.9% | +64.7% | +45.0% |
| 3Y | +91.3% | -13.1% | +104.4% | +90.7% |
| 5Y | +22.7% | -27.0% | +49.7% | +16.8% |
| All | +71.5% | +16.3% | +55.2% | +60.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling