+102.2%
USO vs OWL
-28.0%
+130.2%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +3.1% | -11.2% | -7.2% |
| 7D | -12.7% | +10.1% | -22.8% | -10.1% |
| 30D | +1.0% | +18.7% | -17.7% | +6.4% |
| 3M | +25.6% | -6.2% | +31.8% | +24.2% |
| 6M | -1.5% | +9.8% | -11.3% | +2.4% |
| YTD | +110.3% | -24.2% | +134.4% | +119.1% |
| 1Y | +102.2% | -26.6% | +128.7% | +111.2% |
| All | +102.2% | -28.0% | +130.2% | +111.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling